Open the Run dialog and type in cmd. This should open the DOS command prompt.

Then navigate to whatever directory your program is stored in. This is as simple as typing
Code:
cd C:\Program\Path\Here
Though the C:\Program\Path\Here would be where your program actually is stored.

Then type the name of the program in. It should spit out whatever text was disappearing before, but this time it'll stay printed in the DOS window even after the text was printed. Then you can run the program with whatever command switches it tells you.

If it doesn't offer any actual instructions by just running it, often times running programs like that with a -? or -h afterwards prompts it to display its help.
So if the program's name is foo.exe, you can sometimes (though not always) get help printed out by running it with:
Code:
foo -h
or
foo -?