Try right clicking the icon and selecting "Run this program as an administrator". If it works, right click the icon, select "Properties", go to the compatibility tab and put a tick mark in "Run this program as an administrator" so it always launches like that.
If that doesn't work, run the compatibility troubleshooter. Try the various compatibility modes. Sometimes "Disable desktop composition" and "Disable visual themes" is helpful. Also, if you're running an ATI card, changing the type of antialiasing from any sort of multisample to supersample can be helpful for a lot of titles.
Those are the usual suspects. Let us know if none of those do it.
Cheers!
Rick...