I bought RCT2 the other day and got around to downloading it this morning. Everything downloaded just fine, but when I try to load it, nothing happens. It shows the loading bar before the game begins, then it minimizes the game to the background. If I go back to the game, I can hear the sounds and music, but it just shows my desktop. I've tried running in compatibility mode, as administrator, changing the DEP settings for the RCT2.EXE file, everything that has already been said here. None of them have worked. Any ideas?

Try installing DirectX9. Windows 8 comes with version 11 which misses an older library from version 9.
To complete your system, just install this version:
http://www.microsoft.com/en-us/download/details.aspx?id=8109