It will just close out and a few friends have tried to help but couldn't help (they can use fullscreen)
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Please consult http://www.minecraftforum.net/forum/155-support/ for troubleshooting help.
I've had this problem & solved it.
Find minecraft.exe & right click on it. Press Properties > Compatibility. If "Run this program in compatibility mode for:" is ticked, you will have to untick it. Close Properties & run minecraft, it should work.
If it doesn't, what Service Pack does it say on the drop-down box in "minecraft.exe > Properties > Compatibility"?
Relinked to MC-14051
the error file