blackadar -> I had the same thing while playing (also in version 1.42, but now I have 1.44), but the thing is, that the game hasn't exactly locked up, it's just loading. It took my (crappy) computer about 5 minutes to load, so I suggest you go away from your computer, have a drink, and see if the game has loaded yet. While loading, the game doesn't alt-tab, or alt-F4 etc..., making it seem like a lock-up.
I'd say wait about 15 minutes just to be sure... Don't worry though, as the next time you access the battlefields, the loading will take only a few seconds.
Try and tell us what happens, because I could be wrong, mind you. <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />