I've thought along those lines too. I've deleted the game and I'm redownloading with Norton anti-virus and firewall off. I'll turn them back on once I've done the install.
My game .exe was 1.8 MB. Running as administrator and compatability mode made no difference, so it may well have been corrupt.
Edit: no joy. BFG are helping with this now.
Edit 2: resolved but I'm not completely happy about it. This game will only run if installed to C:\Program Files\Nancy Drew. I don't believe in data in an OS partition and all of my other games are D:\Program Files.
Edited on 08/25/2009 at 2:26:13 PM PST