Someone reported the same problem at RSC, Jonesy
Three thing were suggested, but the guy never replied as to whether he got it working
"I'm not sure I have the answer to this, but based on what you've told me, I know that sometimes, my wheel will shake while my car is just sitting in the garage. Perhaps its a graphics problem, where the loading screen isn't disappearing?
This is just a guess, but I'm sure it wouldn't hurt to check to see if you have the latest graphics drivers, or even directx?"
"Check if the "Fullscreen" is ticked in the "Video settings"
"Try setting 'USEOPENAL' to 0 in nkpro.inii (located in cfg folder).
It could be that your sound card is not supporting OpenAL."
Of all those replys a graphics problem of some sort would seem to be the obvious culprit. iirc when you install nKPro it prompts you to install directX and something else, did you install both of those options?
If none of those suggestions worked then i suggest you post in the Technical Advice thread at the RSC netkar pro forum, attaching the log.txt file (in the logs folder)