Hi Ronedogg, welcome to the forums.

Try running it in Windowed Mode and see if yo get an error...post the error back here.
Right-click your 'Play Nations at War " shortcut and go to properties.
I the Target line you should see this
"C:\Program Files\EA GAMES\Battlefield 2\BF2.exe" +menu 1 +fullscreen
1 +modPath mods/naw
Change it to this
"C:\Program Files\EA GAMES\Battlefield 2\BF2.exe" +menu 1 +fullscreen
0 +modPath mods/naw
Try and duplicate the problem and see if you get an error message.