1. try to put the game in your main disk
2. put the game in a path that does not contain any special characters something simple like C:\games and not in something like C:\g@mes or any other especial character (even without Japanese, Russian or other kind of characters)
3. run it as administrator
4. if the problem persists, try to move the cursor to the top of the screen if you are playing in full screen, and see if a small menu like this appears on the top of the window:
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