I got the same "hardware vertex processing device" error as the last post (in the middle of dealing with support about it now). I researched it, and it appears the issue is due to the game requiring hardware T&L support (which isn't supported by some cards and onboard graphics). It's also an issue with Bloodrayne 2.
The Majesco support site no longer exists, but if you search archived versions, the official support/faq section addresses the error word-for-word. The error is also addressed specifically in the system requirements for Bloodrayne 2. (I'd post links to both, but I'm a new-ish member and can't yet).
Unfortunately, I'm not really sure there's anything that can be done about it. It looks like Steam has updated their system requirements for the game with a note that it requires Hardware T&L and a list of cards that aren't supported. Hopefully GOG will follow suit so other people don't run into the same problem.
Post edited May 30, 2015 by banapple