When I navigate trough the main menu (keyboard arrows or joystick) it often switch to a kind of demo video saying to press enter to enter the game. It is also doing that when I return from a submenu. It makes it very difficult to reach the wanted menu items.

how long before this demo starts? Are you able to get back to menu selection after you clear the demo? How long before the demo starts again?

On first glance it may sound like an affinity problem causing some timer to bug. Do you have a multicore CPU? If so, try setting the game's affinity to a single CPU core.