You could try doing a clean re-install of the game, to see if it is a problem with the game itself between the first and second times running, or if there was some change in the system. You can backup you saves first to be safe (zip or copy the savegames folder), but the uninstall program should ask you if you want to keep your saves.
I assume you already checked that search indexing, etc, was disabled?
Did you fire up the game right away the second time you tried it? Windows may have delayed the loading of some startup processes, though I don't imagine there would be a lot of them in a clean install slow enough loading to interfere with the game.
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