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Oh no!  What version are you using?

The non-legacy for windows. I've had a similar issue with another game on the same engine. The legacy version seems to work fine, but when I close that version, I get a sprite error message.  
"Script 'test' line 5: NameError occured. 

undefined method 'set_upper_sprite' for class 'Sprite_Character'

I'm aware of the error message--it's totally harmless and will be addressed in the next update.  I was just putting it out there before I patched it in case other bugs came up.  So, are you thinking that your computer just has some issues running RPG Maker games through mkxp? 

Its possible? I've had the same issue with another mkxp game.