Your best best to diagnose a problem like this is open up a command prompt (aka DOS prompt) and then change directory to where your world.exe is and run it, e.g. in the output below, I navigate to my c:\eqemu directory, do a 'dir world.exe' to confirm that it is there, and then execute it:
Code:
Microsoft Windows [Version 6.0.6001]
Copyright (c) 2006 Microsoft Corporation. All rights reserved.
C:\Users\Steve>cd \eqemu
C:\eqemu>dir world.exe
Volume in drive C has no label.
Volume Serial Number is DA34-F279
Directory of C:\eqemu
17/01/2009 16:29 2,439,680 World.exe
1 File(s) 2,439,680 bytes
0 Dir(s) 303,856,828,416 bytes free
C:\eqemu>world
[Debug] Starting Log: logs/eqemu_debug_world_4552.log
[Debug] [WORLD__INIT] Loading server configuration..
[Debug] [WORLD__INIT] Log settings loaded from log.ini
[Debug] [WORLD__INIT] CURRENT_WORLD_VERSION:EQEMu 0.7.0
[Debug] [WORLD__INIT] Connecting to MySQL...
[Status] Starting Log: logs/eqemu_world_4552.log
[Status] Using database 'ykesha' at 127.0.0.1:3306
[Debug] [WORLD__INIT] Starting HTTP world service...
[Debug] [WORLD__HTTP_ERR] Failed to load mime types from 'mime.types'
[Debug] [WORLD__INIT] Loading variables..
[Debug] [WORLD__INIT] Loading zones..
[Debug] [WORLD__INIT] Clearing groups..
[Debug] [WORLD__INIT] Clearing raids..
[Debug] [WORLD__INIT] Loading items..
[Status] EMuShareMem loaded
[Status] Loading items from database: count=62266
If world.exe is indeed where you think it is, then it should display the error that is causing it to fail without the window closing.