I get the following error in Windows XP Service Pack 3 when I try to get through the last gate in the training mission or when I try to choose a new game:
Call stack:
------------------------------------------------------------------
main.exe 0056fa7c()
kernel32.dll 7c817067()
------------------------------------------------------------------

It's probably my own machine; I couldn't get Citizens Kabuto to run either and even that game's config program just shows me a screen with "play" and "set up hardware" both faded out.
Haven't reinstalled the OS in years and it's got all kinds of little issues.

Thank you! I can't believe I never thought of that. Based on playing for 3 minutes (which is more than I've been able to get previously) your suggestion is the solution.

Oh bother.
I'm sorry to report that the proposed fix is far from being sufficient.
I've got what seems to be the exact same crash:
Call stack:
------------------------------------------------------------------
main.exe 0056fa7c()
kernel32.dll 7c817067()
------------------------------------------------------------------
And it happens whatever setting I try: Direct3D/OpenGL, High/VeryHigh, Sound, ...
Edit: Ah, actually, there is a little difference in my case: the crash happens as soon as I launch the game. So I never get to play the game at all, no training mission, nothing ...

I also had the same issue, and solved it by changing the Graphic Mode Setup (using the exe in the installation folder) from SURFACE to Direct3D