Game Engine Doesn't Work At All!

I’m using Blender for almost an year and I thought it was time to explore the game engine. But when I build something, like an simple moving cube, and then press P, I get a windows error screen. Is there somthing wrong with my system or something?
I’m using Windows XP (service pack 2), blender 2.42a (2.43rc1 and rc2 doesn’t work either)
I hope someone could help me with this problem!

I’m not a hardware guy, but check your graphics card, and make shure it’s up to date, with a new driver. Also, you might have downloaded blender partially. Use the md5 checksum to make shure you have all the files. If you could, please post the error message, because it might help.

make sure python’s up to date.

a better discription of the error would be helpful.