So, I have a problem much like these gentlemen.
I play CK2 through Steam. Not sure if that changes things much, but that's the system I use. I've double-checked every single install link, even the DX SDK install, which seemed to fix it for a while. But, now the problem has returned. I've got a campaign I was just starting, and when I load it up, I get maybe a couple of minutes before the game completely drops me to the desktop. At that point, I can't actually start up the game again, because it has deleted the EXE file, so I have to go into Steam, and verify the game cache again, so it repairs the install.
I've had similar problems with Hearts of Iron 3, which I have through Steam as well, where it will randomly crash to desktop with no seemingly visibly identifiable cause.
I installed all of the little links, I've set the games to run as administrator, but things just keep crashing on me.
EDIT - I just went to verify if HOI3 was giving me the same problems, and yes, I didn't even get my SP game loaded before it dumped me to the desktop.