How long do you give it? Try giving it a minute or two to load. Are you running it in a command prompt or a shortcut/.bat file? If it's the latter try using the command prompt directly since the window closes if the shortcut or .bat file runs into an error. Using a command prompt lets you see what the error message is.
You could try to start BFG Miner with just the '--set-device antiminer:clock=x0981' command and see if that works or with no commands at all.
Also make sure the pool details are correct as it will auto close the window if it is not.
At the end of your .bat file start a new line and put:
pause
instead of closing out, this will keep the window open when there is a problem so you can see what the problem is.
Its easier to use windows explorer to go to you miners directory and click on the path to highlight it, then type in "CMD" and press enter. This will open a command prompt, you can start your batch file in this window. If the miner stops or if you stop the miner, the window will stay open.
in the second line of your batch file then all you have to do is double click the batch file and it will open the CMD window for you, but will stay open and won't close if there is any error. I find this much easier since my batch file is a shortcut on my desktop.