Windows (Programs has stopped working)

I login and hit the play button. Then it will go to black screen likes its getting ready to load but it never does and i get the windows GUI that says "This program has stopped working, close program." ive looked everywhere and i cant find anything helpful to fix this issue. The most helpful thing i found said to change it from fullscreen to windowed by going to the FFXIV config.exe however that doesnt exist in any of my files. If anyone has any answers, it would be greatly appreciated.

Have you tried installing Direct X 9 ?
If you didn't then go install it then you try to go in again and see if the error still remains or not.