I run windows XP SP2 MCE and just installed the newest CCleaner (1.39.502) and when I open it, much the same happens to me as others, I click run and it closes immediatly. I may have to revert back to a older version. I have never had this problem before. I do not get any error messages or anything like that, it merely closes and nothing more. I do not seem (or that I can find) to have any other conflict with it or with any other software.
Have a great day
Prairie