Hi, and welcome. Another user just reported this problem as well. What version of Windows are you using? What kind of video card do you have? Which package did you install from, full or minimal?
We think this might be related to the SDL_gfx.dll library being built with MSVC++ instead of the compiler we use for everything else on Windows (mingw32). We'll let you know if we get a version you can try that might fix this.