If you are running a 64-Bit Operating System, you need to be aware of the following:
You must be running from an Administrator account. If you are not - and are running Vista - then you need to right-click on the AAW.EXE or AOA.EXE file and select "Run as Adminstrator"
Make sure that your drivers are all up to date. This includes motherboard, video and audio drivers
Make sure that you run Windows Update to ensure that you are running the lastest Service Pack and all updates for your OS
Read KB article #28 and install the updates mentioned their.
