This usually happens on Windows 95, 98 or ME. I've never seen or heard of it occuring on XP before.
Galleroo uses a few threads: one for the interface, one for the preview pane and one for generating the gallery. If it can't start threads then it can't really do anything.
I'd like to help you resolve this issue.
Several possibilities for this behavior can be:
1. your system is running low on resources. How many threads do you see running in Task Manager? A reboot could possibly fix this.
2. are you running as a user with enough privileges? For instance, can this user change the time on the machine?
Is this Windows XP SP2?