I read a previous post with a similar symptom - just getting a black screen with cursor on it, then as soon as I move the cursor, I go back to the desktop - the game won't start.  The previous post mentioned that the problem was fixed when he changed his firewall settings.  My firewall settings are fine, I've tried turning off my antivirus program and Threatfire.  Anybody have any ideas?  I'm running XP Pro SP2.  If I boot into Vista, the game will run, so I don't think it's a hardware problem.

  Thanks in advance.

Got it to work... I was running 1680 X 1050 resolution, so I changed those lines in the config file (which may or may not have affected anything), and then went to compatibility mode (right-click game icon, Properties, Compatibility) and chose "Windows NT 4.0 (Service Pack 5), and it worked!

  I don't know why it needed to be run in that compatibility mode for the game to work, but there ya go...

  Thanks to anyone who read my initial post and scratched your head.

(scratch scratch) ;)