Sorry to hear that you have problems with the game.
Is the error message the first thing you see?
Or do you see part of the loading screens first? If yes, how far does the game get before the exception? What is the last thing you see (what does it say on screen)?
Could you post a screenshot of the error message window (or send it to me via email, see http://www.spyn-doctor.de/contact.html
Are you playing with Steam online or offline?
Did it ever work, or has this already happened on the very first startup?
Did you try out the demo before you bought the game? And if yes, did the demo work?
Oh, and what's your Steam ID (the one that you used to buy the game)? Could be that this is a problem with the Steam servers, and if I contact Valve about it, they likely need to know which Steam ID is affected by this...