I am running my game in "Window mode" for a long time and I don't have any problems.
Do you get a "Error" or something when the game crashes? or its just instantly closing?
Try these:
1. Just in-case, you may want to scan your PC for viruses/malwares.
2. Disable your firewall.
3. Try to add your main.exe to Antivirus Exclusions list.
4. Try to download/reinstall your MS Visual C++.
5. Try to run it on compatibility mode.
6. Close all debuggers before starting client, set DEP for essential windows programs only (system properties > Advance Tab > Performance Setting Button > Data Execution Prevention Tab) and run mu client with admin level (run as Admin in Vista/Win7).