When it says Windows has stopped this from working and it doesn't seem to be firewall related. What's the problem?
It's just 'has stopped working', Windows doesn't stop anything per se.
That being said, it could be anything; hardware incompatibility, wrong drivers, antivirus intervening, bad path name or location, even OS incompatibility (W8 is still a bitch).
First thing to do is to create the simplest path possible, like C:\Game, and try to run it from there. This is very basic, but way too many people run games from the Desktop or other special locations, even goddamn Downloads or My Documents. Redownload the software while you are at it and do a fresh extract - NO OLD DATA allowed. If it's still a no go, it's time to see if your system is running something that would interfere - some antivirus products do not like a number of H games for whatever reason - and then disable those the best you can. Usual method is adding an exclusion for the game. If the game still won't run, update everything: OS, software, drivers, everything.
And whenever you ask for technical help, please do list your system information so people have at least some sort of clue what you're running on. If you're emulating Windows through Linux on a toaster built from smartphones, that's a factor.