From time to time, I’ll answer a question in the Delphi newsgroups like this:
I have a problem with Windows Server 2003 (SP1): My program runs
briefly, fleetingly. Appears in the task manager and disappears very
fleetingly. In other OS does not have this problem.
The problem is almost certainly Data Execution Prevention, which is enabled by default in Server 2003. Most commonly in Delphi applications, DEP is triggered by code which directly or indirectly uses TLanguages. This issue was fixed in Delphi 2005. Note also that older versions of other popular frameworks have also had issues with DEP.
You can enable DEP for an application with a compiler directive,