Keep .exe from closing?

when I save my files in their directory theres a debug folder and inside that is application.exe (I use vC++ 2008) and the program always closes when it would usually stall and ask for user to press enter when i run it through vC++

Is it supposed to close fast or does it matter?
Perhaps the sticky http://www.cplusplus.com/forum/beginner/1988/ is relevant?
Topic archived. No new replies allowed.