Game Name?
Wallace & Gromit in Project Zoo [NTSC]

Game ID?
GWLE6L

What's the problem? Describe what went wrong in few words.

After starting a new game (with a memory card in) and skipping the opening cutscene, I get this dailog box:

http://i.imgur.com/mAbxsHp.png

and then this box appears after clicking OK:

http://i.imgur.com/rZ6Cm3N.png

Clicking OK on this box shows the first box again. After google searching the issue, people say it has been fixed since around version 3.5 (I'm using the current latest release, 4.0-3771), but I'm still getting it. Using the latest stable release, 4.0.2, Dolphin simply crashes with no dialog box, but you can hear a brief squawk of a parrot from the cutscene.

The same thing happens on both OpenGL and DirectX11

What did you expect to happen instead?

The cutscene plays.

What steps will reproduce the problem?
Load up the game and start a new game, skip the first cutscene and wait for the second cutscene to load.

Dolphin 3.5 and 3.5-367 are old versions of Dolphin that have
known issues and bugs, so don't report issues about them and test the
latest Dolphin version first.
Which versions of Dolphin did you test on?

4.0-3771 and 4.0.2

Does using an older version of Dolphin solve your issue? If yes, which
versions of Dolphin used to work?

No

What are your PC specifications? (including, but not limited to: Operating
System, CPU and GPU)

Windows 8.1 64-Bit
Intel Core i5-2500 Quad Core 3.3GHz
8GB DDR3 RAM
AMD Radeon HD6770

Is there any other relevant information? (e.g. logs, screenshots,
configuration files)

Dialog Box Screenshots:
http://i.imgur.com/mAbxsHp.png
http://i.imgur.com/rZ6Cm3N.png