There are just two things I can think of that would cause this.
1) There are games that kick you out to that screen if it checks for the security info after boot up. Mechwarrior 2 does it, and so does a particular bomberman (I believe 2?).
2) The game isn't burned properly. Once in a while, you'll get a game that hasn't finished burning completely. When my CD-RW drive conked out I had a few games that stopped burning at 92%. They were playable, however it'd intermittently look for *something*. It could be the security thing, it could be the missing sound files or just the end of the CD.
In any event, stay tuned - I'm sure someone will figure out the mod chip conundrum.