I too am running Windows 7x64. I just ran the Windows installation tonight from the Sigil website (
http://code.google.com/p/sigil/), and it started and ran with no problems.
You mentioned a firewall. I wonder if it's some setting in your firewall and/or your AV or anti-malware program that is preventing it from starting. Perhaps your AV software thinks it is a virus and has quarantined it?