There's a few steps you should take.
Please firstly, make sure you can play Grand Fantasia by comparing your computer to the list of system requirements
. If that clears out, there's a few steps you should take.
Make sure all your drivers and computer itself is up to date. DirectX is the most sensitive and will usually cause issues if it hasn't been upgraded to it's most recent update. You can search online for your computers make/model and driver information, and also, how to figure out how to find your computers make/mode driver info etc etc.
Clear your internet cache and your computer's cache. You can do this by downloading a program like CCleaner. CCleaner
is amazingly safe. Just be careful, it does delete all your saved passwords and history. It does not affect your bookmarks.
Download GF via a mirror
. A mirror basically is the base client information and data needed to play.
Once you have that, install via administrator from the location it downloaded to. If you are not an administrator on your computer, this may give you issues. Make sure the installer is also allowed through your firewall and antivirus and that User Account Control (also known as UAC) has been switched to "never notify".
If you have any issues, please reply back.