Budahead

I have already played this game on XP, but in my computer I can't run it. I can enter the game choose the car, the track, the pilot, the weather, everything but when he is loading to race he goes back to windows. I don't know if it helps, but I have a Geforce 4 4600 and a pentium 4 2.0 and if somebody could tell me something that could help me I would really appreciate it, because I've tried everything and now I'm going mad :x