Have you tried lowering the game resolution and graphics settings? I don't know how much you can configure before the game loads, but the 'crash to desktop' section of the topic
[PC] Support FAQ - The Dragon Knight Saga describes several things that can be changed manually.
In Windows Explorer can you find the intro.wmv file and play it in Windows Media Player?
Try playing the game at your desktop resolution; limiting the resolution switching could help to avoid the problem.
If you haven't done so already, email support@larian.com (see the DKS
support page), with a description of the problem and maybe a link to this post.
