You did not say which version you tried.
On my web site, you have version 0.28 and 0.29pre1.
The 0.28 is the latest stable release. You can run it in a GEM window if you set the environment variable SDL_VIDEO_DRIVER=gem
(Or you can set the cookie _VDO to $ffffffff)
The 0.29pre1 is unstable, with added audiofx support, which seems to crash the machine after some seconds/minutes of play.