The game freezes after launch while at the loading screen of the train station.

If on win7 or vista have you tried changing the compatibility mode, running it under administrator or disabling desktop composition and visual themes?
To do so just right click the games shortcut and go to properties. Then click the compatibility tab and all the above options will be there.
You can also try adding the -no3D and -doublebuffer switching on the games shortcut target line. To do this just right click the games shortcut and go to properties. The on the shortcut tab find the target box, put a space and then the -no3D -doublebuffer at the end after the quotation marks.
If none of these sugestions help could you please post your system specs and OS?

WinXP
P4 3.2ghz
256mb nvidia GeForce 7600GT
2gb memory