That's weird... I've never seen that happen. It looks like the game is having trouble reading some of the texture groups. I assume re-downloading the game didn't change anything?
I'll release a new version next sunday, I'll see if toying a bit with the texture groups can fix it. But not being able to reproduce this, it's not going to be very easy to fix...
Just to make sure this isn't some compatibility issue, can you check your system meets Game Maker's requirements?