Scenario selection screen crashes

[Castellon]

Your Dx is messed up, just look at the report it gave you.

DirectX Files Tab: No problems found.
Display Tab 1: Problems were found in the system registry. Details are available in the saved text file. You should reinstall DirectX to get the latest version.
Sound Tab 1: No problems found.
Music Tab: No General MIDI DLS file was specified in the registry.
Input Tab: Problems were found in the system registry. Details are available in the saved text file.
Network Tab: The registry information for the service provider 'Internet TCP/IP Connection For DirectPlay' is missing or damaged. You should reinstall DirectX. The registry information for the service provider 'IPX Connection For DirectPlay' is missing or damaged. You should reinstall DirectX. The registry information for the service provider 'Modem Connection For DirectPlay' is missing or damaged. You should reinstall DirectX. The registry information for the service provider 'Serial Connection For DirectPlay' is missing or damaged. You should reinstall DirectX. You should reinstall DirectX to get the latest version.

Also looks like you have never updated your windows, I did not see either SP1 or SP2 installed.

 

[Castellon]

DX has nothing to do with Paradox and Paradox does not modify those files.
You should reinstall it.