Just the standard replies-
Do you have the current 4-in-1 drivers installed?
Do you have the current DirectX?
Do you have the current Nvidia drivers?
Do you have the current sound card drivers, or are you using onboard sound?
When I built my rig I had a similar problem. AH would simply die when I would try to enter the game. I never found the problem, I reformatted and went back to Win98. I have since gone back to WinXP, and no problems have been encountered.