If you're experiencing problems with the intro and have the ffdshow codec installed, you will need to change its settings to exclude Alien Nations. To do this, you will need to find an appropriate shortcut in your codec pack's Start Menu group. For instance, for CCCP it would be Start -> Programs -> Combined Community Codec Pack -> Filters -> FFDShow Video Decoder Configuration.
You can also open a video file which uses ffdshow and look for a dark red icon in the system tray, right-click it and go into "ffdshow Video Decoder".
Once in the Video Decoder's settings, go into "DirectShow control", locate the "Don't use ffdshow in:" setting and make sure it's checked. In the text field next to it, add AN.exe and separate it from the other entries with a semicolon (";"). Now save the settings and try launching the game.