Right then.
I've bought this game (I've got a feeling I've got it before also, but a while ago, suggested from another site)...
I've done some reading around, watched some Youtube vids (best quote I found was "This game has a learning curve so steep it should be described as a wall") and finally read this
An Empire Under the Sun on the Paradox forums (damn that forum makes me never want to buy their software ever again).
I think I might now finally be able to start a game and take the pause button off
Will get back to you if I work out how to play this