Ok, so I downloaded the Empire at War demo, I checked it was the right size, in case there was an error. So I install it, and thats all fine, but when I actually try to start the game I get an error:
 http://img513.imageshack.us/img513/4405/eawerror1ir.jpg)  
 My Computer:
 Athlon64 3000+
 1024MB DDR400 RAM
 GeForce 6600GT (With the latest 81.98 Forceware Drivers + DirectX 9.0c)
 80GB SATA HDD 
 I have no idea what could be the problem! :(