If you're running Windows, you likely do have Windows Firewall enabled.

Hold down the Windows key on your keyboard and press "R";
In the box, type "wf.msc" and click OK;
In the column on the left, click "Outbound Rules";
In the Actions column on the right, click "New Rule...";
select "Program" and click "Next";
Under "This Program Path" click "Browse";
Browse to your GRID game folder, select the file called GRID (or GRID.EXE), click "Open", then click "Next";
Select "Block the connection" and click "Next";
Make sure all boxes under "When does this rule apply?" are checked and click "Next";
Name the Rule (any name will do) and click "Finish".

If you don't have internet in the first place, then I don't know what's up with the game. But as I said earlier, my user account already has administrator access, so it likely doesn't matter if I tell the program to run as administrator or not, where with you it might.

There are various other fixes people suggest (some of which I found on the Steam forums, some on Youtube) but blocking internet access was the only thing that worked for me. Your mileage may vary.

The other potential solutions I've found are:

-- tell the game to run as administrator (right click the shortcut and click "Properties"; click the "Compatibility" tab and then check the box that says "Run the program as an administrator")

-- put "-novirtual" (no quotes) at the end of the "Target:" box in the game's shortcut properties

-- uninstall your current codec pack and reinstall the game or perhaps install the latest codecs from the Combined Community Codec Pack (this solution is given on GOGs official support page). But I already had the latest CCCP installed so this wasn't my problem.

-- try running the game in various Compatibility Modes (also under the shortcut's properties window's Compatibility tab) (also given on GOG's official support page)

-- go to \(your Documents folder)\Codemasters\GRID\hardwaresettings\
open hardware_settings_config.xml
go down to <graphics_card>, and under <multisampling> change the settings to:
<multisampling option="off">
<back_buffer level="0" />
<colour_target level="0" />
<minimap level="0" />
<dynamic_envmap level="0" />
<static_envmap level="0" />
<rear_view_mirror level="0" />
</multisampling>

--or reinstall the game

Someone on the Steam forums also said that GRID was conflicting with uTorrent, and once they exited out of uTorrent the game ran fine, but I haven't tried this.

Hopefully one of these might work for you.