The testmax.zip will load the window. I can then click on a button and it will go away.
That test app should only close when you hit a key. If you can close the app by pressing the close button there is something very very wrong.
It reminds me of when we use to have problems with software mouse pointers, I would try display->properties->troubleshoot and turning down hardware acceleration, I think there is a setting that will kill fancy mouse pointer stuff but leave DX enabled.
Does this code get to the notify?
Framework brl.d3d7max2d Graphics 640,480,0 Notify "hello" WaitKey Notify "goodbye"
After a keypress does it get to the second notify?
If not we can either try stepping through the Graphics code with the debugger or just some information about the gfx state if something like the following crashes:
Framework brl.d3d7max2d Graphics 640,480,0 Cls DrawText "hello",0,0 Flip WaitKey
If it does crash you need to double click the lowest entry in the debug tab of the navbar, quote us the error message and line number the IDE takes you to and if possible deduce which object is null from the debug information when you unfold the lowest callstack node.
If it doesn't we could try LarsG suggestion and set you up with a debug version of the dx api and see if that spouts something.