I have two ideas. First up - most launching problems are related to not havin the correct DX files, so you have to download these separately online. 

My next guess, while unlikely is that something is overheating. For that to be the case though, to crash so fast then your rig would have to already be running too hot when you first load the game.

Would be useful to know what you are running computer wise. ie CPU/GPU, maybe checking your idle temperatures to rule out this issue.