I doubt this'll work for everyone, but if you have trouble playing Penumbra, try running the program from the folder it's in, rather than from the shortcut. Also, running it as administrator in compatibility mode for windows xp service pack 2 got it to run for me, but i still have to run it from the actual file location.
well at first I got it to install and I opened the menu and everything. but I tried to play it and the screen would show dialog but the actual gameplay was just a fuzzy white screen. it was weird. so I closed it and tried to re open and it keeps saying fatal error over and over again. so I uninstalled.