I have found from experience that the game needs to be installed and run with administrator rights... Just find the file, right click and select "run as administrator"
For a more permenant solution, go to properties, click on the compatability tab, if you have multiple accounts that will play - click on "apply settings to all users" if not then ignore this step, check the box labelled "run as administrator" then click apply and ok.
That should work for you, you may be lucky and be able to do this to the already installed version - without having to uninstall and re-install.
The game will run through what you describe only once - for each neighborhood - this is normal.
Enjoy this timeless classic! --- I'd rather stick my wedding tackle into a lions mouth and then flick it's love-spuds with a wet towel. (07/14/09)