If you start it from the start menu, does it appear briefly and disappear?
Check that you have all the expected files under "Program Files"\vghd. The program files folder varies by Windows version, it might be "Program Files (x86)".
There should be around 11 DLLs, one or more uninstallers, vghd.exe, vghd.scr and VirtuaGirl_Downloader.exe.
Check that you have still have the animation files. This will be under your "My Documents" folder, your account, apps, roaming (again exact name depends on your Windows version and in this case, if you chose a different location at install time. These can be very large. You might want to backup to avoid having to download again.