I'm using windows 10, everytime i try to run The King Of Fighters 2002, the game window pops up and close right after. Does anyone know how to solve it?

I'm sorry about that, i'm quite new here.
I'm trying to play The King Of Fighters 2002, everytime i try to play the game it closes after

Ya le encontré solución amigos! Jajaja, miren, vayan a administrador de dispositivos. Ahi dentro busquen: Adaptadores de pantalla, les aparecerá su Chipset de Intel, le dan clic derecho -> actualizar controlador. Y esperan a que los drivers se actualizen. Luego de eso podran jugar con normalidad :)

Can't anti-virus software block an executable file of a game?
A game couldn't be started because anti-virus software as AVG eliminated an executable file of a game when I installed Lastblade using GOG Galaxy.
Every game could be carried now out after the folder in which a game is installed by setting of AVG was excluded from a scanned target.
KOF2002 and other NEOGEO games can also play after that.
An installed PC is windows10.
Using the ROM file and the BIOS file which are in an installation folder when being useless, there is also a way to play by an emulator as Kawaks.
I recommend to this.
(An English translation system is used for this reply.)

Has anyone found a fix for this? =/

same did happens to me , i discovered that problem was another overlay like that you use to show temperatures on fullscreen . close all

same as you, can't open.