When the game starts I'm able to enter and exit the Password screen but if I try to start a new game or fiddle with the settings (pressing Esc), the game just freezes. I tried fixing it using Alt+Enter to go to windowed mode, but the game doesn't have a windowed mode apparently (I even tried looking at the PANDY file that let's you fiddle with graphic settings).

Any ideas about what should I do?

Okay, weirdly enough uninstalling and reinstalling seems to have fixed the problem.