SDL app closes instantly

This is probably just some stupid configuration mistake I have, but when I run my SDL program by clicking on the executable it flashes the window up and closes it instantly. However, when I tell Dev-C++ to Compile and Run it works fine. Has anyone encountered this before? I've written an SDL program a while back that worked correctly but that was on my Windows ME box, and this is on Windows XP Pro. It gives me no run-time errors and no compiler or linker errors I have that all setup correctly. The window just flashes up and closes. Any help is greatly appreciated.

validate pointers and window handles

Kuphryn

All my pointers and handles are valid, even if they weren't how would it run in Dev-C++ and not from the executable. All Dev does is execute it right? Hmm..