No, I mean the GP3.exe or the "Setup".exe, if you prefer. The file you run to launch the game... I don't play GP3, I can't help you more.
But click right on this file, go to "Properties", "Compatibility" and select "Run this program in compatibility mode for Windows XP SP2 (or try windows 98 if it doesn't work)
And select also "Run this program as the administrator", click on the Apply button, then ok and try to launch the game.
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