Playing with administrator account
Warcraft does at least have the courtesy to report that as an error, while Red Alert simply fails.
Neither game states this as a requrement on the box.
I find this incredibly arrogant; even if the child owns the PC, he should not log on with administrative rights, just to play.
In my case, it is my machine, and making the child an administrator, is not an option.
Solved, by giving the children full access to the games' parts of the registry.