I'm having this same issue.
Windows 7, 64 Bit.
I tried it, pressed start, nothing happens. I tried re-installing, nothing happened. I have no anti-viruses, and I disabled my firewall.
I have my latest Graphics Driver, and I tried installing the Windowed / Full Screen Registry. Nothing seems to do it.
I even ran as administrator and in compatibility mode. I don't what to do anymore.
Fixed, went into MSCONFIG and disabled anti-virus / Firewall services, then re-installed.