I tried to do some research to see if I was missing something obvious, but couldn't find anything, so forgive me if it is something simple.
When I run phoenix, the console opens and immediately closes when ever I try to run it.
I have GUIminer up and running, but I wanted to try Phoenix, as others seem to get better results on it.
Try to run phoenix from your windows console so you will be able to see the error message.