I can't think of a good title
You are talking about the the game's start menu when up pop in the cd, not the Windows' Start Menu on the taskbar correct?
If you have the user permissions, after you attempt to run the game, go to Control Panel, then open Administrative Tools, double click on the Event Viewer and see if the game created an error note in the logs.
Is your computer overheating? That would cause it to shutdown.