#Facepalm :
Alright, here's what I did:
1. Extracted BB's SLRR
2. Tried to run it. Crashes at loading.
3. Installed hotfix.
4. I run it. I can access the menu.
5. The game crashes if I try to start a new game.
6. I choose "Select Track" option. I can play.
I tried:
1. Deleting the save folder. No results.
2. Running in compatibility mode, no results.
3. Re-extracting, no results.
TL;DR: Game crashes when I try to start a new game.
Maybe have you something bad with PC?
Try to:
1. Clean PC for example by CCleaner.
2. Update your graphic card drivers.
3. Scan PC by antivirus.