Here are a few things to try:
Don't install to Program Files folders.
Try running as administrator.
Try running with different compatibility settings.
Try running the game windowed (you may need to change your desktop colour setting to 16-bit).
So I've installed the game to my documents folder, I'm running it as an administrator, I've tried every Windows XP compatibility setting and I'm running it windowed with 16-bit colour settings on my desktop. The game still crashes as soon as the opening cinematic ends.
What's annoying is that this is the second time I've installed this game, and I don't remember having this problem at all the first time.