I've been playing since Thursday night and haven't seen this happen until today. I thought that a simple reboot would solve the problem but apparently it hasn't. I am able to load up the game normally the first time after a reboot, but then when I quit and try to start up the game again I get that error. The only way around it is if I open up my Windows Explorer, and click directly in the CD folder the autorun file and press PLAY. I think I'm going to uninstall and reinstall and see if that fixes it. (BTW, is there a way to save the progress of the completed scenarios, I know in RCT it was difficult to save if you reinstall.)
System Specs:
P3-800MMX
384MB SDRAM
120Gig WD 8Mb HD
WinXP PRo
Here's the pic: