Just a few general ideas, since I can't think of any other reason it would do this off the top of my head.
Try:
1. Applications -> Utilities -> Disk Utility -> Repair Permissions (on your hard disk). You'll need administraor access to do this. It could be that there is some funny permissions issue preventing access to either your files or some kind of shared library. Do you have this problem with any other apps, or any other funny behaviour with other apps?
2. Failing that, reboot holding COMMAND-S, this will boot into single-user mode. Then, when you get a prompt type "fsck -y" and hit enter. This will run a File System CecK. Repeat the process until you see "The disk MacintoshHD appears to be OK" (it may say this on the first shot). Then hit CTRL-D to continue booting.
I've never had that problem with any of my apps.
Does that help?