I bet it's giving you an error and then quitting and Windows is closing it right away. My advice is to right-click it (click on the program with the right mouse button) and click Properties and then click on the Program tab and uncheck the "Close on exit" check box (I'm guessing it has a check in it and you uncheck it by just clicking the check). Then you click "Apply" and then "OK". Then you run it again, and it won't close until you click the little "x", so you can read what it says and then give us that information.
Also you may want to clean up your typing ("i", "dont", "begginer", "dos"... geeks tend to be picky about spelling and grammar).
also this appeared to me in the DOS forum (well, actually the "since you last visited search", but it's marked DOS forum)