@phoenix genie The behavior you describe is typical of an application that creates a gui (windowed) interface but has been created as a console application.
For example -
This can happen if you create your Visual Studio project using the Console Application template or the Empty Project template. Either one of the templates will create a project with the following Linker property -
To prevent Windows from creating a console window make this change
However, depending on your application, additional changes to your code may be needed to satisfy linker requirements.