Several users were not able to execute Creative Docs .NET on their system and I did not find any evidence as to why the application failed very early, before displaying anything at all. It happened on Windows 2000, XP and Vista, all the like. Even on Server 2003 and Server 2008.
I checked everything on my VMware virtual test bed and was unable to reproduce the problem. Until Juan (thanks!) finally provided me with an image of his virtual machine, where Creative Docs .NET crashed, every time. He was using Microsoft's virtual machine, not Parallel's or VMware's, and he did not have the specific tools installed on it.
Tracking down the problem was not too long: after installing the .NET 2.0 SDK, I could attach the debugger and see what was happening. A DLL was unable to load (.NET is not really helpful: it simply reports COM error 0x800736B1). More specifically, AntiGrain.Net.dll was unable to load AntiGrain.Win32.dll, because AntiGrain.Win32.dll was referencing MSVCR80.dll. Hmmm. But I was sure that the MSI setup included a reference to the proper merge module (i.e. Microsoft_VC80_CRT_x86.msm). I was wrong.
At the beginning of the year, I migrated my development environment to a new 64-bit Vista machine, yet that machine has no Visual Studio 2005 installed, and therefore lacks the required merge module files in the C:\Program Files (x86)\Common Files\Merge Modules folder. For some reason, the setup now include Microsoft_VC90_CRT_x86.msm; the proper DLL was no longer installed. And on my virtual machines, the VMware tools had themselves installed the missing DLL!
Therefore, be aware that even on a "clean" virtual machine install, the virtual machine is no longer perfectly clean once you have installed the associated tools. At least, that's my only explanation as to what I was observing.