When I tried to run the game, I would recieve a small black window which would close itself. If you are having the same problem, then you may be able to solve it the same way I did, which was to download the RPG maker RTP.
As far as I can tell, the rtp is an installation that allows you to run games made in rpg maker without having to buy RPG maker itself.
I got it from here:
http://www.crankeye.com/index.php?page=downloads
Hope that helps.