I have downloaded the demo on ubuntu feisty (yesterday have make the upgrade) and the installation works fine but after the game menu, while the music go, the screen remains black...
My card is (from lspci) 
00:02.0 VGA compatible controller: Intel Corporation Mobile 915GM/GMS/910GML Express Graphics Controller (rev 03)
I attach the log from .frictionalgames/Penumbra\ Overture/Episode1/hpl.log
-------- THE HPL ENGINE LOG ------------
Creating Engine Modules
--------------------------------------------------------
 Creating graphics module
 Creating system module
 Creating resource module
 Creating input module
 Creating sound module
 Creating physics module
 Creating ai module
 Creating scene module
--------------------------------------------------------
Initializing Resources Module
--------------------------------------------------------
 Creating resource managers
 Misc Creation
--------------------------------------------------------
Initializing Graphics Module
--------------------------------------------------------
 Init low level graphics
 Setting video mode: 640 x 480 - 32 bpp
 Init Glee...OK
 Setting up OpenGL
  Max texture image units: 8
  Max texture coord units: 8
  Two sided stencil: 0
  Vertex Buffer Object: 1
  Anisotropic filtering: 1
  Max Anisotropic degree: 2
  Multisampling: 1
  Vertex Program: 1
  Fragment Program: 1
  NV Register Combiners: 0
  NV Register Combiners Stages: 153390516
  ATI Fragment Shader: 0
 Creating graphic systems
  Creating Renderer2D
  Renderer2D created
  Creating Renderer3D
   Load Renderer3D gpu programs:
    Extrude
    Diffuse
    Fog
   Creating fog textures: Solid Additive Alpha 
   init sky box
  Renderer3D created
 Creating screen buffers size 640.000000 : 480.000000
 Creating programs
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'PostEffect_Blur_Rect_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'PostEffect_Blur_2D_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'PostEffect_Bloom_fp.cg'
ERROR: Couldn't load 'PostEffect_Bloom_fp.cg'!
  RendererPostEffects created
 Adding engine materials
--------------------------------------------------------
Initializing Sound Module
--------------------------------------------------------
 Initializing OpenAL.
  Trying to open audio device... Success!
  Device name: 
  OpenAL Version Supported: 1.0
  Number of channels: 32
--------------------------------------------------------
Initializing Game Module
--------------------------------------------------------
 Adding engine updates
 Initializing script functions
--------------------------------------------------------
User Initialization
--------------------------------------------------------
Trying to load vertex program!
Success!
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
--------------------------------------------------------
Game Running
--------------------------------------------------------
Loading collada for 'data/level00_01_boat_cabin.dae' took: 429 ms
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_Spot_fp.cg'
WARNING: Bone 'joint1' is not attached to skin!
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
WARNING: Geometry for joint child '' is missing! Might be connected to bone.
WARNING: Geometry  joint parten '' is missing! Might be connected to bone.
ERROR: Child body 'joint1' for joint 'sjoint2' in mesh 'boat_dynamicparaffin.dae' does not exist!
ERROR: Cannot find sub entity 'parrafinlight_joint1' in mesh 'boat_dynamicparaffin.dae'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Bump_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'Diffuse_Light_Spot_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_fp.cg'
 CG ERROR : The program could not load.
ERROR: Couldn't create program 'BumpColorSpec_Light_Spot_fp.cg'
Start Num Of: 82
Start Num Of: 1
Loading map 'level00_01_boat_cabin.dae' took: 12009 ms
P.S: I'm sorry for my english