Error message when opening Coach: Application Error: Exception ExternalException in module igd10iumd32.dll at 0095F2E4. External exception C00002B5. How do I fix this?

This error message concerns the graphics card: igd10iumd32.dll is a graphics driver on the operating system and not Coach itself.
It is an external error that you cannot do anything about in Coach other than specifying a different DirectX layer.
Passing an extra /DX9 parameter to Coach7.exe ensures that a different DirectX version is used by Coach.

You do this as follows: in the command line (in the correct path), run Coach7.exe /DX9 (note the space) or create a new shortcut with the path: “C:\Program Files (x86)\CMA\Coach7\Full\Coach7.exe” /DX9
You could also try updating the graphics card driver.