You haven't said you recieved any error report, so I assume you haven't. So I have an odd sugestion: Have you tried waiting?
This may seem like some liberal hyperbole on my part, but I am speaking literally when I say this:
The S.T.A.L.K.E.R engine has MAJOR compatability problems with my laptop, this manifests as low FRAPS, and almost humerously long loading times. When I boot up any one of the series, it takes nearly 10 minutes to get to the title screen, I get a black screen, and then the game's menu boots up.
If you try waiting, you may be able to tell if this is the same issue you are having. If so, you may as well quit, it's unfixable as far as I know. Renders the game nearly unplayble. Starting a new game takes, at last count, 46 minutes to load. Loading a saved file takes about 29. So when you die, you have a 29 minute wait to play again.
My version is steam as well.