So I've successfully installed the Digital Purchase version of Mass Effect. No known errors occured while downloading and installing, but once it has auto-configured to the settings of my computer, and error message pops up once I hit 'Play'. Here's a print screen of what shows up. Once I hit 'OK', it closes.

Any ideas on what went wrong or how to fix it?

What graphic card are you using? You can try updating drivers and re-installing activeX.

If all of the above fail, try using the minimum graphic settings.