This just in from Rage 3D: Some people were unable to run the Dawn demo with the OpenGL wrapper if they had AMD Athlon Thunderbird CPU's due to SSE implementation. Colourless over at Beyond3D forum has created a work around for this.

See the Rage3D ATI Dawning Page for what it is all about.

The fix requires downloading a new file, which you then place in the bin directory. So go check it out.