A compiled and inferred list of suggestions;
1. The most common and simple reason is you are not running the set up or actual game under administrator.
From Vista Support
"1. Locate the applications icon or short cut and Right click on it.
2. From the Drop Down Menu select the Run As Administrator option.
3. Now click the application icon or short cut and it should run.
4. When the User Account Control (UAC) message appears enter the appropriate credentials if you are logged on as a standard user, and click the Submit button.
5. If you are the Administrator and UAC is not configured to always require credentials, just Click the Continue button and the application should start."
2. Your Graphic drivers are not completely updated, The most common drivers used are;
ATI
AMD Graphics Drivers & Software ? Download the latest drivers for your graphics products
NVIDIA
Drivers - Download NVIDIA Drivers
If you are unsure what you are running, Use a program such as Speccy to find out exactly;
Speccy - Standard
Copy your Graphics Section and paste it into google to find updates
3. You may want to try an Alternative Download.
Cross Fire - Free Online FPS - Cross Fire - Free Online FPS - Home
4. Another program most commonly Xfire, MSN, and Skype or your Anti-Virus Program are interfering with your Crossfire Game. . Please disable all un-needed programs either manually or with a program such as Smart Close while running Crossfire. You must disable your Anti-Virus Program, or Add Crossfire to your Anti-Virus Program's "Exceptions List" - You can google how to do this for your own program.
SmartClose;
SmartClose download and reviews from SnapFiles
5. You may need to completely re-install your Crossfire client - Here is a tutorial on how to do this correctly;
[GAME ERRORS] GUIDE - Performing A Clean Installation Due To Errors - Z8Games
Also be sure to scan your computer for any viruses - these can interfere with your game
The best ones to use
AVG;
AVG Free | Antivirus Download | Free Virus Protection
MBAM;
Malwarebytes' Anti-Malware: Malwarebytes
Good luck!