could i at least get a few tips on what to do or what it could be if a game freezes at start?

when i run it, it gets stuck and freezes in the loading screen where that creepy yet strangely hilarious "mr.death" song plays. the song stops on the first note too so its just a constant beeeeeeeeeeep sound. somewhat annoying. i think my cpu powers good... im running a P4 2.66ghz any ideas?