If you can try to run the exe in the command line, you'll be able to see the error (in the future, we'll print the stack trace on the screen to make it easier for you):
Run the following command while in the directory of the game: java -jar "TalesOfAndrogyny.exe" - that should give you the error.
From what I've seen, the most common issue is whether your videocard driver supports the proper version of OpenGL - updating your driver might help. Depending on what the error is, though, it might be something we can fix.