Trouble loading G-Mod on Steam

We’re trying to load G-Mod on Steam on an Acer (Nitro-5) running Windows, but it never finishes loading. Instead, we get a blue screen with a white circle and two white Xs. Underneath that is the loading bar, which never quite finishes (about 90%), but a tag that says “Finished!”

In addition to never finishing, it locks the main window so we can’t use Alt-Tab to move to other apps. ALT-TAB-DEL brings up a little box, but as soon as we move the cursor from the task bar to try to go to Shut off, the screen goes back to the blue screen with XX.

Any thoughts on what we’re doing wrong?

Thanks!