When everything else works but the game, then 99.99% of the time it's the game.
I bought one that would not, no matter what, play. It would crash to the desktop every time. I got online, did some research and discovered that particular game would not play on a Voodoo3 video card (which was really strange because VooDoo3 was the most popular graphics card on the market at the time).
Another game did the same thing, I got online, went to the developer's web site and found several patches. I got the one that addressed "immediately crashes to dekstop," installed it and the problem was solved.
It's rare for a game to be released without a patch following within the first month...often within the first week...so go to the game's website...most game developers put up a fairly extensive site for each of their games...to see if there are any patches out. Or a
Google search for patches for your game should turn something up if there's anything out there.
You can also go to Control Panel>System>Advanced tab>Startup and Recovery section>Settings button and uncheck "Automatically reboot," click OK. Then, instead of rebooting, you should get a BSOD (blue screen of death) with information about what caused the crash. You'll probably have to reboot anyway, but get the info off that screen first. If you're lucky, toward the bottom of the BSOD will be the names of a file, or files, that are the culprits. If so, post back with that information and the name of the game, itself, and more help will be forthcoming.