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OK, it looks like I found a solution for this. I am using english XP Pro with Finnish regional (date, time and currency formats and Fin keyboard settings). I set regional settings in Win control panel to US default and removed FIN KB. Now I can go to game menu. I try to set back FIN KB ...

And game startup log file.

My DXdiag

I am having CTD just after hitting the PLAY on resolution setup screen. Monitor goes blank for second and mouse appears in the middle of screen. Then just back to Windows destktop.