Download and install the demo for Nascar Thunder 2004. Then rename the file 3dconfig.exe in the Nascar Thunder folder to 3dsetup.exe and then move it to the Nascar SimRacing folder (replacing the existing 3dsetup.exe). The game will then load up without any problems - I just had to do this myself since I just bought the EA Sports 07 collection with Nascar SimRacing included.
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