Here are my steps, these have fixed it for me after suffering from crashing during loading and texture flickering:

• Uninstall previous version of Catalyst 11.9 (latest non beta version)
  
• Download and install http://support.amd.com/us/kbarticles/Pages/GPU122AMDCat1110PreDriverV2.aspx
  
• Made a CFG that sets 6 cores (keep console at 0, otherwise you will not get steam achievements): http://donotargue.com/cfg-makers/rage/

If that above fails to do anything, here's what I would do (nearly did this myself):

• Ask retailer/steam for a refund, get a supervisor, threat them to switch to Steam only (or Retail only if already on Steam)
  
• Install Borderlands
  
• Enjoy a glitch free game