We did a "deploy test" with Alessandro. His environment did not support DirectX, so we fallen-back on OpenGL.
The skybox textures and the smoke particle effect textures were not compatible and caused crashes.
OpenGL textures must have sizes in power of 2 (64x64, 128x128...) and don't be bigger than 512x512 pixels.
The textures also have to be of a supported format. JPG is not supported (it wasn't on Alessandro's PC).
Also notice that Alessandro's PC had the correct version of DirectX: why it didn't work?