I don't have any experience with this problem,
Been so long since I installed I'm not sure what you mean by
, what is happening exactly?running bf2 "for the first time "
You should verify your steam installation of BF2. Takes a few minutes and is an automated process.
Even though running bf2 "for the first time " everytime, does BF2 work? Can you login and join an online server?
Does PR work?