Right. The "Campaign Mission" button takes you to a screen that allows you to select the campaign and scenario. That screen relies on underlying internet explorer technology in order to run the in-game "browser". You will need to insure that the internet explorer version on your computer is at least 6.0, or the browser will not run correctly (this version ships with the release version of the game).
You might, also, try adjusting the video settings. To do this, select "Options" from the same menu that hosts the "Play Game" button. In general, 32-bit color "plays nicer" with every computer. You might also try windowed mode, which might cooperate better with your computer if the issue is some program running in the background.
Again, I am sorry for the problems. If you would like to troubleshoot further, please contact me directly at:
pproctor@prosimco.com
and I will help you track down the problem.