I had a similar problem with Vista, but I think it was because I installed and uninstalled a demo of the full-blown version of Acrobat (prior to loading ArtRage). And Adobe is notorious for mucking up the registry.
On trying to open the Help manual from the AR program, I get error messages as well. If I go to the full list of programs (when AR is not running) and select the manual, all works fine. I´ve probably got some sort of registry problem. But I don´t fiddle with that unless absoulutely necessary. I simply printed off the manual.
The only problem with humor is that no one takes it seriously.