When I run this it gives me a glitchy window. I have tried running it in a window rather than fullscreen, and what happens is the window still appears glitchy, but if I drag it off my desktop and back on again, it refreshes and appears correct, however, the mouse whilst apparently functional doesn't appear onscreen, it does 'work' however the graphics refresh renders it unusable on my setup (i.e. I have to drag it offscreen after every time I do an 'action' and to use the mouse I have to guesstimate the location of the mouse pointer. Sound appears to work fine.
My setup is a Macbook pro (2.26ghz intel, 2gb ram) running leopard (not SL) using Crossover games 8.1.3. I am running Interceptor off the Steam X-Com download bundle. Please let me know if you need more detailed specs.