I guess you're running it directly from Run... in Start? If you haven't provided valid parameters that'll just stop immediately.
Open a command window - go to Start -> Run ... -> cmd
You need to provide input and output parameters, plus the preset. Something like this would work (not sure what the program name is in Windows - it's HandbrakeCLI in OS X - and I haven't used this often enough to know the exact format off hand):
HandbrakeCLI.exe -i D:\<dvd> -o c:\file.mp4 -Z Universal