A little late to the party but maybe this trick will help those that can't get either Distant Guns or Jutland to start.
Go into the game folder and look at all the files and you should see a file called "Spalsh.exe". Now remove or better yet rename the splash.exe file to something like splash.bak. If you have both games, do this for each game.
Now see if it launches.
The issues is that the startup splash screen video seems to use some codec or format that not everyone has installed any longer on their computers. This workaround was discovered many years ago and seemed to help a lot of us out that played with newer versions of Windows installed.
Give it a try.
Madmatt
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