Visual Studio C# WPF run without debugging - nothing happens

I am new to Visual Studio 2008, and I am learning the old "Hello World" application using a WPF application. When I click 'Start开发者_开发百科 without Debugging' I see a window open for a half-second on my taskbar and then close.

I don't get any window that stays open with my application in it. I cannot figure out why this is happening. If I trying opening a windows form application everything runs fine.