Well,
I suppose the first thing you'll need to do is give us a little more information. What is the spec of your computer
i.e:
what is the processor, such as Intel i5 or AMD,
what is the Operating System, such as Windows XP, Vista, 7 or 8
what is the Graphics card
How much RAM does it have (figure will be around 2 - 8GB probably).
Then we need to know what you've tried.
Have you tried running the application as an administrator?
Have you looked in the event log for any errors (you can get this by typing 'eventvwr' into the start menu. If you start the game, and see if anything appears in either the Application, or System logs.
Have you tried lowering your desktop resolution to something similar to the resolution of the game? You could try 1024x768, even down to 800 x 600. It's annoying, but it sometimes helps.
Any other information you can think of would help us try to work out a solution.