If the cd-check windows disappears without any error message, it means the protection worked and recognized your cd correctly. So, the game has been started but failed to initialize.

Have you run the demo on the same computer without any problem ?
Have you got already once the configuration screen (where you choose the screen resolution) ? Make sure you didn't choose a resolution your video card or monitor cannot handle.
Maybe another program is conflicting with the game, try to shut down everything not necessary.
Do you have the latest version of your video drivers ?


Best regards,
Drealmer