Execution of Program

Hi all,

I have developed a program and created a transaction code for that program. when i used to execute the program i give the transcation code.. It directs me to the selection screen page.. after making the required changes when i execute it, the selection screen just closes and goes back to SAP initial page.

Whereas if I go and execute the program in SA38 transaction its working fine.

Could anyone tell me what could be the error behind this.