The issue is your sound settings. Supreme Commander is very fragile in that way, unfortunately. -
You need to disable surround and/or any sound device that you are not using and/or any FX software that changes your sound.
In the worst case, you need different audio drivers like ASIO4ALL.
If you google the WARN message, there are a ton of people who had the same problem, and it was most of the time related to their sound setting.