Many of the pages on the internet that deal with this message seem to point out a possible error in the .NET framework compiler. Assuming this is true, you could try these things:
If you are using Microsoft .NET, update to a more recent version but 2.0.
Alternatively, install
Mono and then start openBVE from the command line. To do that, select
Run... from the start menu, enter
cmd, then enter
cd "C:\Your openBVE path", then enter
mono OpenBve.exe.
The only other explanation - judging literally from the error message - is that one of the external components, i.e. SDL, Tao, OpenGL, OpenAL, produced corrupt memory. In this case, I wouldn't know what else to do, but you could always try to update related drivers, i.e. graphics and sound.
Note that all of this is more like guessing than a real solution.