Hi yonisade
I have never heard of this happening to anyone before and you have offered no other information so it is difficult to guess what is happening.
From where did you download VoxCommando?
Where did you install it?
What operating system are you using? In what language?
At what point in the install process does it close immediately? Did you get as far as choosing a configuration? Is this a fresh install or an upgrade?
It sounds like you may have a virus, or possibly a bad antivirus program that is interfering.
If you can, try on another system.