This was a fresh install. When I click on the icon the User Account window pops up and I click ok, but then nothing. I have 6 gigs of ram & lots of other good stuff.
There's our clue (in bold above). And I'm not sure of the answer. What does the user account window say? Did you happen to install e-Sword while logged in with one account, and now you're trying to run it while logged with another?
One long shot: can you try right clicking the e-Sword icon and choosing Run as Administrator