I played a demo of this once and never had any problems, so I'm befuddled. I'll see the level briefly and then I get a blue screen (no message I'm afraid). Below are my specs (I have an old computer)

AMD Athlon XP 2600
2.5 Gigabytes of Ram
ATI Radeon 9600 all-in-wonder
Catalyst drivers v10.2 (support doesn't go higher for this card)
80 gig hard drive, using 44.9 gigs
DirectX 9.0c
OnBoard nVidia nForce2 sound chip

Game Specs: (what I remember off hand)
1024x768 resolution
Miles Sound
EAX Acoustics unchecked (I read another post saying to make sure EAX was disabled. Didn't work)

EDIT: Sorry, left out Windows XP Service Pack 3 and Nostromo n52 GamePad

Starting to have more luck. I switched from Miles sound to DirectSound Hardware Support. The level starts up and stays until I fire my secondary weapon and the game crashes again.

I guess I'm giving up on this. I started going through the steps on the support page without any luck. Guess it's time for a new computer. :(