The most likely causes are out-of-date and buggy video card drivers, or a video card that cannot handle running the game. Unless you have a very old PC or a very-low spec laptop, its probably the drivers. Read Here to find out how to update your drivers and fix this.

If your PC has this screen resolution (some widescreen laptops), it *might* have a problem running the game, which is fixable. The game should run fine in a window. To do this, open the file called 'config.muf' in the games 'data' folder using windows notepad and change the line that says IsWindowed=0 to IsWindowed=1

Then run the game. It should be fine (in a window). basically some laptops can't handle 1280x768 resolution, which the game tries to run at if it detects your screen res is 1280x768 or 1280x800.