Msi installer opens application and disappears at once after installation


I have a windows application, created in VS2010. I created a setup project for my application and got "Setup.exe & myapplication.msl" files after build.

Now, I could install my setup.exe. But, when I open my application from All Programs, it opens and after few seconds it disappears.
I am unable to find my application in Task Manager etc. I checked Evenvwr as well. I do not find any errors in it also.

It does not even pop up any error.

Kindly help me to overcome this issue.

Thanks in advance.