If you're using Windows Vista, please try my gauntlet of 3 fixes that most commonly resolve the problem!
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Fix 1:
1. Right click on Station Launcher icon and go to properties
2. Go to the compatibility tab
3. Click on "Run this program in compatibility mode for" and select XP Service Pack 2
4. Check "Run this program as administrator"
5. Click Apply
6. Right Click on the Station Launcher icon once again
7. Click "Run as Administrator"
Fix 2:
1. Make sure you are logged in on an Administrator account.
2. Navigate to the Station Launcher folder (Usually c:\program files\sony\station\ will contain the Station Launcher folder)
3. Right click on the Station Launcher folder and go to properties
4. Click on the Security Tab
5. Click on the Edit button.
6. Go through each username or group listed and make sure all "Allow" boxes are checked
7. Ensure that no "Deny" boxes are checked and click OK.
Fix 3:
1. Select the START button.
2. Select RUN, then type in "msconfig" (for Vista, type msconfig in the search bar at the bottom of the Start Menu)
3. Press OK
4. Select the STARTUP tab.
5. In the list, uncheck all boxes EXCEPT for SCANREGISTRY and SYSTEM TRAY. If you use Windows XP, please note that SCANREGISTRY and SYSTEM TRAY will not be listed - just uncheck the entire list.
6. Hit apply and then OK. Restart the computer and try the game again.
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If you still have trouble, please let me know!