I don't have Windows 10, but can you make it run for Windows 7 instead of Windows XP? Windows XP has ALOT of issues with LM to my knowledge.
Did you also try downloading and installing the extra links at the bottom of the download page?
Because basically, what it's saying is that for some reason it doesn't want to run the DirectX rendering system, which is one of the two options in the white start up menu.
You can also try changing the rendering system when this box pops up:
and where it says "DirectX rendering system", click it and change it to OpenGL to see if that works!
Hope I helped!