It sounds like you might be missing some game files - could you follow the below steps to verify your install please?
- Download Lucas' Simpsons Hit & Run Install Verifier.
- If not already selected, Browse to your game's install location.
- Make sure Mode is set to Verify Install.
- Press Start in the bottom right.
- The application will then go through and verify all your game's files.
- Once complete, it'll prompt you to save a file, please upload that file to a filehost of your choice (such as Mediafire or MEGA), and post the link as a reply.
I'll take a look at the log and tell you if it's related to your install, or another issue.