LOL, I definitely have not seen this before!
The menus from the menu bar are removed. The dungeon window is black and the hotspot panel is still showing tile information. So the game itself is running, but the display seems messed up.
I am wondering if there are some java exceptions getting thrown, they would help in figuring out what's wrong. I think you should have java.exe somewhere on your machine. If you don't mind, can you please try running the game from the command prompt like this:
java -jar "dimension dungeon.jar"
Then copy paste what the output is here after you click "Quick Start Game", and also when you get the black screen.
Also, the machine that you're running this on, is there anything out of the ordinary with the operating system? Like, are you running Windows XP in an emulator like Virtual PC, or are you using Windows XP 64 bit?
I have tested on Windows XP, 2000, Vista Home and Vista Business (all 32 bit) and they all work.
Thanks for posting screenshots. Very helpful indeed.