Some people are encountering an issue where videos don't play in the game. Every time the game launches you should see our logo and the Pinkerton Road logo, there's a video of intro credits that plays when you first start the game, and there are normally videos that play between chapters.
This happens if your system is missing a particular DLL file that is needed for video processing, and it's very easy to fix. Download this file:
http://www.postudios.com/StoreDownloads/Fixes/vcredist_x86_5677.zip
Then just unzip and run the little installer in there.