When you installed the game, did it install to your Program Files folder? If it did, uninstall it and reinstall it to your User Folders. Most games allow you to override the default location during the installation process.
Try creating a folder like
My Games in your personal folders. Click your logonID, from the Start button and follow the instructions below to create a new folder.
Create a new folder Click Start, All Programs and look for the game, it’s rare, but not all programs place an icon on the desktop. Did you ever get to a point where the game asked you to enter your activation key?