Okay, let me guess, you're using a Radeon HD video card on Windows 7 64-bit and the game doesn't start in D3D HAL mode, so you're forced to used RGB emulation, the rockfall transition animation between menus appears textureless (all white) and slows your game down while it plays, and of course, the crashing that is the whole reason you started the thread.
If all those things apply to you, there are a good half dozen other threads at least on this topic (and posting in one of those instead of creating yet another thread might have been a good idea) but no one seems to have found a solution yet. The game simply does not work in RGB emulation mode, and D3D HAL mode seems to be incompatible with Radeon HD cards.
The only "solution" I've found is to simply switch to a different graphics card, which of course doesn't solve the core issue and isn't at all practical solution for most, since most people don't just have a bunch of different graphics cards sitting around (unless, like me, your CPU happens to have integrated graphics that you could use).
Any additional information you can provide can help, but since nobody has found a solution despite the many posts on the subject, the outlook seems kind of bleak, the game just might not be compatible with certain Radeon cards, period.
Oh, one thing you COULD try that worked for one person at least, is mess around with the setting in CLGen.exe (in your Rock Raiders folder, run it, change the setting, then try launching LegoRR.exe, if that doesn't work, try another setting) to see if that enables you to run in D3D HAL mode. One person in another thread claimed it worked for them but it didn't fix anything for me and not many others jumped in to share their experience with it.