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Pretty sure 1.05C fixes that problem.
Are you sure you installed it correctly?
 
Start a new game and see if it happens.
 
Do not use the copy from other web sites, now that I think about it someone else had a problem with the copy from there.
In general it is always best to get a copy from the official site. Less chance of virus and the like that way as well.
So get it from here:
http://www.paradoxplaza.com/downloads.asp