http://www.gamespot.com/pc/strategy/.../techinfo.html
Check and make sure your system is up to par with the requirements to play this game.
Check your computer for spyware and viruses; if you downloaded the game from a website, could be a glitch with the copy you recieved. If that's the case, contact the tech support people from the site you used.
Don't run any other programs while playing these games, as you have the minimum system requirements.
It's common: While many people like to game, their PC's overheat when they play for a prolonged amount of time. Find a small portable fan, and point it at your system. This should help it cool off and/or spruce up the inside with a can of air.