Sorry to hear you are having issues getting PT running. You'll have to give us a little more information about your system and how you are using it before anyone can take a shot at helping.
What audio interface are you using?
Have you set up Windows properly so that Windows is not trying to use your audio interface for Windows sounds?
Please read through the
Help Us Help You guide, where you will find information on setup, optimization and troubleshooting Pro Tools.
If everything is set up properly, can you try holding down the N key while PT loads? This will force a playback engine reset and should prompt you to choose your audio interface that you will use with PT.
If this doesn't help, please provide some more information so we can help.