Let's consolidate solutions to common problems mentioned here so far. Add more fixes if you know of any.
-Frame Rate is lagging
In the graphics settings, lower the Shadow quality to Low and/or turn off the DoF option. This appears to be a graphics card issue on certain ATI cards.
-Mouse pointer randomly goes missing during Exploration sequences
Close the game and reopen it.
-Game goes back to main menu after completing a scenario
The game will only progress during a Load playthough. If you are playing using the Scenario option, the game will reset to the menu after completion, as was intended.
-Game won't start up again after exiting.
Open the Task Manager and look for the game in the Processes tab. Select it and hit End Process. Try starting game again.
-Certain Achievements not activating
Some achievements must be obtained through a Load playthrough and won't activate if playing on Scenario.