Alright.
If you are running on Windows Vista/7 and you cannot run Grand Fantasia, you may need to run it as the administrator. You can do this by right-clicking the icon and selecting the appropriate option. You should also disabled the UAC (user account control) to prevent further blocking. Make sure GF is allowed through your firewall and virus protection software.
If you still cannot run Grand Fantasia properly:
1. Make sure you really do meet system requirements to play.
If you don't, playing will be very difficult.
If you do, set all your graphic settings to low and select the appropriate screen resolution. When I first started, to click "okay" I had to move the mouse a little bit below the actual "okay" part.
2. Update your operating system. Windows likes to update, please make sure it is fully up to speed.
3. Make sure you have the latest update to DirectX as well.
4. Update all your drivers to the latest update, too.
5. Defrag your harddrive and clear your system cache (via CCleaner)
It's free
6. Restart your computer.
If all these fail, please respond.