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Sounds wierd, that sounds more like a power supply or overheat problem.

Let's take a look at your system.
Please run a DirectX Diagnostic:
Start menu –Run - then type Dxdiag, then select each tab across the top of the window, and run the tests on each tab. Then select “Save All Information” button in the lower right of the window. This will bring up a dialog box to allow you to select a name for the file where the information will be saved. You can save it right on the desktop as this will make it easy to find. Then copy the contents of that file from the start to the heading that says “DirectX components” then paste what you have copied into a post in this thread.
 
DxDiag

Hey,

I ran the DXdiag and all the tests and all systems were good. I had problem trying to cut and paste into this message. But here are my system specs:

OS: MS Windows XP Home (5.1 Buld 2600)
Manufact: HP
Model: Pavilion ze5500
processer: Mobile intel pentium 4 cpu 2.30GHz
memory: 446MB RAM
Page file: 300 MB used, 745 MB available
Direct X Version: Direct X 9.0c

Thanks for the quick response.
 
Yeah, it is very weird. I'm not sure about overheat or powersupply problem, though. I use other games and do not have this problem. It actually happened when I had played Victoria a lot, just like HoI II: doomsday.

I checked plug connection and the power pack was plugged in. I don't know.
 
I would need the rest of it, if you only put upto the part where it says “DirectX components” it will all fit in one post.