One of the first thngs I did was update gfx drivers. I have since then re-installed Windows7 (but as 64bit). As soon as I had all drivers updated I tried again on this 'clean install' but got exactly the same issue. In the tutorial the first unit appears but then the game crashes to desktop within a split second of that.
Shortly after that I also upgraded my soundcard (was Creative Audigy2, now SB X-Fi Fatal1ty) and still have the same issue.
In desperation I finally got round to updating my BIOS in order to enable hardware virtualization (as I wanted to try out XP mode) but of course that was never going to work anyway for a 3D game. Still it got me to ensure everything is as up-to-date as it can be!

FRUSTRATING!

At least now I know it's not just me.