Ok well that wasn't the problem, please list your system specifications, include your video card as well.
The bare minimum to run dolphin is an AMD64 CPU or any CPU that supports SSE2 and a Geforce FX 5200. Although these minimum specifications won't run games at a decent speed, it will at least run them.
The game you are trying to play might not be compatible yet, Dolphin is in quite an unfinished state and most games simply do not run because of compatibility issues, first party Nintendo titles lack sound such as Zelda and Mario, or suffer from extreme graphical glitches.
In any case you can not get a game to work on Dolphin, you can always use your Gamecube to play.
You might also want to give the latest SVN revision a try, which is located in my signature.
