Have you tried re-installing the client, restart PC then download the game again? If so, and if it didn't work then try this another solution:
Client simply close upon starting without even reaching the loading screen / opening the mu window.
Reasons : Debugger is present, DEP (Data Execution Prevention) is set to all programs and mu client is started with limited user.
Solutions : 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).