Try pushing alt+tab to see if Windows defender is asking permission to run it. I had to do that to finally see why the screen was freezing (lol).
If not that, when you first load up Pandora's, it will create your first profile. If you have done this already, find the actual file of your profile on your computer, and delete it. Pandora will then let you create another one.
This fixed the problem I was having in Vista where Pandora would load up just for a second and then disappear, but yet still run in the background.
I'm running Vista 64-bit.
If none of the following works, close Pandora from your background, uninstall it, then install it straight to a folder on your desktop, I've read that this helps some users.
Hope this helps.