We just installed thief on our new computer (it's a Mac, but with Windows XP on it... yes, we basically installed Windows to play thief, sad isn't it!)
but anyhow, we had the same problem, the opening video would keep looping and we couldn't get to the actual game.
After some digging, we found that this is a problem if you have a DUAL CORE PROCESSOR. So here's the routine:
Start thief, and keep hitting the escape button to get through the credits (or wait, if you're the patient type). Eventually the game/video will load.
When the movie starts running, go to your desktop (alt-tab). Hit your control-alt-delete to get the task manager menu up.
Under the second tab, you should be able to see all of the programs that are running. Thief Deadly shadows has two running: t3.exe and tmain.exe (I think - something like that). Right click on one of these and hit "set affinity".. this will let you see the two processors checked off that are running the program. Uncheck one. Do the same for the other .exe file.
Flip back to the video running in Thief and the main menu should pop up and you should be able to access your menu. There were a few times this didn't work, I think it was our computer in general, but usually this did fix the problem. It sounds pretty complicated but doesn't take a lot of time once you've done it once or twice.
Hope that helps
