If you launch the application directly this can sometimes happen.However, even if you were to get it running the performance would be terrible on that graphics card. The minimum supported graphics cards are a GeForce 6800 or Radeon X800. The Intel 965 unfortunately doesn't come close to that...
It's rather inevitable, given the similar post-apocalyptic setting that both games have. Given Fallout 3's popularity, people sometimes look for another game similar to it. I agree with you about STALKER being superior