Don't have that game so i can't say what its particular issue is, but some games or applications can't run in locale settings other than their original ones. If you've played japanese games, you'll know that some of them won't install or run unless you change to Japanese locale from regional settings or you use applocale or some other locale changer.
Another similar problem is the use of decimals. Some applications are set using a certain type of decimals such as "dot" instead of "pause" (./,)
and freak out when it's set differently.
So if you run out of ideas on what to do and haven't tried it yet, change those things and see if it works.