A few people have reported that they have certain issues with the game particularly start a new game or unresponsive main menu.
A quick solution can be found here
http://frozenstate.net/forum/showthread.php?tid=57
UPDATE: The problem is fixed in the patch that was released about an hour ago. The build number is 14. If auto-update is not activated in your Steam client, please update it manually.
When you start the game in the left bottom corner should be written "v 0.069 Build 14 Alpha" - this means you have the latest build.