Try running cgminer from a batch file and see if that helps.
make a txt file with the settings for cgminer and rename it to .bat instead of .txt
here's an example of settings:
E:\scrypt\cgminer\cgminer.exe --scrypt -u user -p password -o stratum+tcp://doge.mining-pool.co.uk:3334 --gpu-platform 0 -d 0 -w 256 -v 1 -I 18 -g 1 -T  --thread-concurrency 6144 --queue 0 --no-submit-stale