Ok I downloaded the windows Installer and everything installs fine but every time I try to run it it just crashes with some Error and I have to shut down the program. Anyone have any ideas what I am doing wrong?

Ok this is part of the output problems I am getting from the game.
GAME.CON: In actor `ORGANTIC':
GAME.CON:3968: warning: found `else' with no `if'.
GAME.CON: In state `pigshootenemystate':
GAME.CON:5891: warning: found `else' with no `if'.
Found 2 warning(s), 0 error(s).
Resizing code buffer to 16187*4 bytes
Script compiled in 14ms
Compiled code size: 16179*4 bytes, version 1.4+
Pointer bitmap size: 2024 bytes
1917/11264 labels, 308/2048 variables
125/16384 quotes, 0 quote redefinitions
0/88 event definitions, 207 defined actors
Initialized 32.0M cache
Definitions file 'duke3d.def' loaded.
RTS file DUKE.RTS was not found00

I would recommend downloading the excellent eduke32 port of the game for your machine, and using that to launch your game. It seems to fix a lot of issues

Actually I am using eduke32 but I think I must have screwed something up somewhere because it isn't launching it just goes to a black then grey screen then crashes to desktop. In fact I am going to post the error report here.
EDuke32 1.5.0devel 20090313
addsearchpath(): Added C:/duke3d/
Checking for updates...
Connecting to http://eduke32.sourceforge.net
Current version is 20090313... no updates available
OS: Windows XP (5.1.2600) Service Pack 3
Loading opengl32.dll
Loading glu32.dll
Initializing DirectDraw...
Using config file 'eduke32.cfg'.
Scanning for GRP files...
Using group file 'duke3d.grp' as main group file.
Using group file 'autoload/duke3d.grp/duke3d_hrp.zip'.
Using group file 'autoload/duke3d.grp/eduke32_mus.zip'.
Using group file 'autoload/duke3d.grp/maphacks.zip'.
Compiling: GAME.CON (151190 bytes)
Including: DEFS.CON (35992 bytes)
Including: USER.CON (45482 bytes)
GAME.CON: In actor `ORGANTIC':
GAME.CON:3968: warning: found `else' with no `if'.
GAME.CON: In state `pigshootenemystate':
GAME.CON:5891: warning: found `else' with no `if'.
Found 2 warning(s), 0 error(s).
Resizing code buffer to 16187*4 bytes
Script compiled in 15ms
Compiled code size: 16179*4 bytes, version 1.4+
Pointer bitmap size: 2024 bytes
1917/11264 labels, 308/2048 variables
125/16384 quotes, 0 quote redefinitions
0/88 event definitions, 207 defined actors
Initialized 32.0M cache
Definitions file 'duke3d.def' loaded.
RTS file DUKE.RTS was not found
Initializing OSD...
Using keyboard layout 00000409
Initializing DirectInput...
- Enumerating attached input devices
* MOUSE: Mouse
* KEYBOARD: Keyboard
* OTHER: USB Gaming Mouse
* OTHER: USB Gaming Mouse
* OTHER: Dell USB Keyboard
* OTHER: Dell USB Keyboard
* OTHER: Dell USB Keyboard
Setting video mode 1024x768 (32-bit windowed)
OpenGL Information:
Version: 2.1.2
Vendor: NVIDIA Corporation
Renderer: GeForce 7900 GTX/PCI/SSE2
Cache contains 0 bytes of garbage data
Initializing music...
Loading OpenAL32.DLL

I actually just messed around and I found weird errors myself. Sometimes I try to run the game with the HRP and I just get gray screen. Then try running eduke32 without and it works fine. Try HRP AGAIN and then it works. It's very inconsistent and very strange

Meh I can't even get it to run it just crashes.

Try running it in full screen mode instead of windowed

Tried that doesn't make a difference. It seems I'm having trouble initializing the sound so say the people at duke4 though so far they haven't given me a solution unfortunately.

Nevermind. Not to self when you reformat make sure you update your sound card drivers.
/facepalm

These warnings are normal and are caused by how the original code was written, they don't not cause any errors in-game.