Can't get the game to load up

[mercrs]

I loaded the program from a CD (but I do have steam running in the background) and I got the attached error when I loaded up the game.

Anyone have any ideas as to what the issue is and what I have to do to correct? I've loaded the most recent DirectX version a bunch of times but I have no idea if that is the issue or not.

Any and all help is appreciated (dug through the forums and didn't see any answers)