Hey, I'm having the same problem aswell.
I don't know if this issue is a problem for Windows Vista users, but it seems to be for Windows 7 users, while the game runs perfectly on Windows XP.
Try using compatibility mode by right-clicking the exe-file of the game and set compatibily mode to Windows XP. It works for Windows 7 anyways.
The problem might be caused by the game being old and was designed to be played on Windows XP (in Japans this game is already a few years old, 2006 says wikipedia).