I am unable to preview any game play in blender I have a simple FPS setup, but pressing p to play will not do anything. Is there any information available for this kind of problem? I set as blender game, and it will not do anything but animations. The file came from blender artist thing.  if you can tell me how I can put the file here, so someone else can try it and see if there is something I am doing wrong.

I posted the link to the file I am having trouble with.  It is from 2006 apparently, so maybe it is from an older version of blender.  however if anyone can get it to work I learn much easier by seeing something in action than trying to follow fast talking tutorials on youtube.

As I am Aware now that this can be fixed using an older version, I think it should be amended to work in the current version, so myself and others are not frustrated learning to use blender.  I am not familiar yet enough to fix it, but I think it might be looked at as a tutorial file.
The engine is set to Blender internal. As of 2.73 P only starts the game engine when the render engine is set to Blender Game at the top of the screen:



Also note that that file was made in 2.4x. The 2.4x python api is not compatible with the 2.5x+ api, so the python scripts won't work. If you want to run that file, you can download 2.49b here.