the fact that you're getting to level 19 before the crash makes me think it's unlikely to be an issue with your computer. it sounds like the crash is happening when the cutscene is trying to load, this could be caused by a faulty disc or installation (i can't remember if JK puts the cutscenes on the computer or loads them off the disc)
check the disc to see if there are any scratches.
try running scandisk and defrag; it's impossible the file it's looking for is in a bad cluster.
if all else fails, then try reinstalling the game (remember to back up your saved game first)