I,too, am running xp with a 4600... got mine from direct2drive. same problem. The interesting thing is that the demo from spiderweb works without a hitch. I almost think it might be the securom (or connected with it somehow) that is tacked onto the digital download services. Regardless, the direct2drive version is not running for me and I have tried: reinstall, redownload, reboot, Different combos of those, Deleting the stuff that was different from the spiderweb version (I got the farthest along doing this), update drivers, downgrade drivers... I sent my info to direct2drive and haven't heard anything from them yet.
-Scott
also I am on xp... it will run fine on my wifes vista