Hmmm, the only thing I can think of is, assuming you are running on Vista/7, that UAC (User Account Control) is kicking in when you try and launch RW. It does on mine but since I am an admin on the PC, I can just OK and tell it to run - whereas I believe if you are a standard user, you can't just override UAC.
If you can post the error message you get, either me or another member may be able to more conclusively advise on what the problem is, but your details are currently a little too sketchy