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I got a similar problem...
Everything is installed and set to go but when I click the fs9 icon it shows the "century of flight" screen...good.....then it goes to black screen for a moment.....good.....then I'm right back at the desktop??? so frustrating!
Do you know of any special requirements one needs to run the game? special video cards? etc?
I have direct X9 but I'm not sure if thats the problem or not?