I can't say thank you enough to everyone at Gameboomers who responded to my post. You won't believe that tech support at Phoenix on line - after - many emails - sent me a setup file to download, install and try. This file worked! When I clicked on the FBI office it loaded, and I could continue on with the game. This is still very baffling because I did nothing but install from a different site.
For now, I'm just happy to be able to complete the Episode 1; but it still doesn't answer the question as to why my game purchase through GameStop didn't work?????
Unless Phoenix created a tweaked version of the game especially for you, it sounds like the version you got from GameStop was defective -- either you got a bad download or your game was crippled with some sort of DRM trigger function that didn't recognize you had a valid retail version of the game and crashed on purpose.