Please check the troubleshooting guides before posting!

[Romulator]

While you say that your copy is a retail version, where exactly did you get the game from?

Could you also please follow these instructions so we can provide further assistance with your problem?

1) What operating system do you have? Also 32-bit or 64-bit?
2) Is it a laptop or a desktop?
3) After the problem occurs: attach the file HPL.log located at the save folder mentioned below.

Notice: Make sure the HPL.log file is really in the save folder and not in the same folder as Amnesia.exe. The correct HPL.log file location is:

Windows Vista, 7 & 8: "My Documents\Amnesia\Main\"
Linux: ".frictionalgames/Amnesia/Main/"
Mac: "Library/Application Support/Frictional Games/Amnesia/Main/"