Is this the first time you tried to start the game? Or have you been playing it just fine and suddenly started having the problem?
If the game has never started for you, try playing with the compatibility settings, and/or uninstall it and reinstall in your user's (My) Documents folder (which isn't a "protected location" the way C:\Program Files and C:\Program Files (x86) are).
If the problem has only just started after having played the game successfully for a while, it may be due to a corrupted save.
More details could help narrow down the problem. We don't even know what version of Windows you're using or whether you have a download version of the game or disc version.