Ah I see, you mean a Microsoft Error Report message appears right? Hmm, my first guess would be perhaps a bad install or possibly corrupt files. Other reasons could be outdated video card drivers or some kind of conflict. I\'m not really a tech-head, but here\'s what I suggest:
Firstly, if you still have the installation files for PS, uninstall the game and then install it again. If you still get the same error, it might be a good idea to re-download the files and start from scratch.
If you did this and *still* get the error, then for sure the problem lies with your system and not the game or it\'s files. Make sure you have all up-to-date drivers for your video card and also the latest version of DirectX.*
If after all this the error refuses to go away, I can imagine you\'re short on patience and are quickly getting fed up... I can\'t say anything else other than ask you to post your system specs and hope that somebody will solve the problem.
As for knowing which mode you\'re running, in your Start menu, or while in the pssetup.exe program, you have the option of choosing Software rendering or OpenGL. That\'s what I mean by which mode- please try both modes and tell me if the error appears in both or just one. If it only appears while using one mode, tell me which mode that is.
Good luck and I hope all that was of some use to you.

*I don\'t recommend DirectX9. It caused alot of problems on my system and I\'ve heard similar stories of woe from a few of my friends. If you don\'t want to risk getting more problems then I suggest you get DirectX version 8.1 just to be on the safe side.