well, if it's not starting at all...no screen flicker or anything?
right click on your "My computer" icon, and click on "manage"
under system tools, in the left side menu, find "event logs"
click on that and then select "application"
see if you are getting a hung application message, or some kind of fatal error within the game. (look for sf.exe or something of the sort)
if you find it, post it and maybe myself or one of the other tech gurus around here will be able to tell you what's not working right. I've had a lot of problems with SF initially so I will do what I can to help.
EDIT: A belated welcome to the forums!