MS Games Explorer
The problem is with a Vista/Win7 feature called Games Explorer: it lets you run games from a single folder location within Windows and supplies ratings info, box art, system requirements, game statistics and yadda yadda. That is, if the game is made to conform to the MS specs for Games Explorer: it downloads this stuff from the net and searches for updates, patches etc when you start the game. Older titles not supporting the GE specs are likely to choke looking for nonexistent game info when you're offline.
I'd suggest removing CFS3 from the Games Explorer folder and running it from a standard shortcut instead - like most of us old farts do...