So after the character creation process the game starts to load (should only take a couple seconds) but then goes back to the main menu?
Did you try running the configuration program and lowering the resolution, at least until getting into the game?
Are you shutting down all non-essential programs (especially anti-virus) before starting the game?
Someone had a problem with the demo crashing after the character creation screen, but switching the desktop colour depth to 16 bit (high colour) rather than 32 bit (true colour) fixed that.
