It starts, before I get to the home page, (During the radio comms) It says this,

Lockon has caused an error in:
DXRENDERER.DLL.
Lockon will now close

What do I do?

What version are you running ?

have you tried reinstall, becouse this will probably kill the problem.

I will try that. I'm not sure what version. It has a A-10 on the front.

Edit: I reinstalled and it said

Lockon has caused an error in
ZWEIBLAU.DLL.
Lockon will now close

hmmmm what version do you have? Lock on Gold? If you have lock on gold, reinstall everything including 1.12a and then try opening the game. If you have the cd version of lock on download the cd patch (NOT THE GOLD PATCH CAUSE IT DOESN'T WORK SOMETIMES) from lockon.ru
Other than that, if that doesn't fix the problem and you have lock on gold, I would try buying a new pack of cd's