When I try to start the tutorial, I get an unhandled error as described in the attached UnhandledErrors.txt.
SlimDX.Direct3D9.Direct3D9Exception: D3DXERR_INVALIDDATA: Invalid data (-2005529767)
Looks like it's something to do with loading the textures.
I downloaded from Steam, which updated my DirectX and downloaded SlimDX. I also just updated my video card drivers. Game Version 2.0, demo, Windows 7.
Edit: Added DxDiag.txt.
Redit: It was a corrupted install through Steam.
Right-click the game -> Properties -> Local files -> Verify integrity of game cache.
Thanks to Morello who figured it out, to Revenantus who was very patient and helpful, and to TheWord1 and Diazo who helped out too.