Muchacho NL

I have the exact same problem with the Retail version.
Install works fine, running gives a window that immediately disappears.
My specs are A-Ok.

Ran through all the 10 steps in your sig's first link.
I even did the System Requirements Test.
I passed for the minimum.

CPU
Minimum: Pentium 4 or Athlon XP or better
You Have: AMD Athlon(TM) XP 2600+ PASS
CPU Speed
Minimum: 2 GHz
You Have: 1.53 GHz Performance Rated at 2.60 GHz PASS
System RAM
Minimum: 1 GB
You Have: 1024 MB PASS
Operating System
Minimum: Windows XP/Vista only
You Have: Microsoft Windows XP Professional (Build Service Pack 22600)
PASS
Video Card
Minimum: NVIDIA(R) GeForce(R) 6600 GT 128 MB DirectX(R) 9.0c-compatible card with Pixel Shaders 2.0b support or equivalent (ATI(R) Radeon(R) x700) with latest DirectX drivers
You Have: ATI Radeon 9600 (ATI Radeon Graphics Processor AGP (0x4150)) PASS
Video Card Features - Minimum attributes of your Video Card

Video RAM: Required - 128 MB , You have - 256 MB
Video Card 3D Acceleration: Required - Yes , You have - Yes
Video HW Transform & Lighting: Required - Yes , You have - Yes
Vertex Shader Ver.: Required - 2.0 , You have - 2.0
Pixel Shader Ver.: Required - 2.0 , You have - 2.0

Video Card Driver Version (DirectX)
Your driver version number is: 6.14.10.6833
DirectX Version
Minimum: DirectX version 9.0c (included) or higher
You Have: 9.0c PASS
Sound Card
Minimum: Yes
You Have: SB Live! Audio [FF80] PASS
Sound Card Driver Version
Your driver version number is: 5.10

Free Disk Space
Minimum: 8 GB
You Have: 11.6 GB PASS
DVD
Minimum: 8X Speed DVD-ROM or faster
You Have: BENQ DVD DD DW1620 PASS, but the Speed could NOT be analyzed.