Not sure if you have solved your problem or not, but when you try to launch GMAX does it appear on the task bar beside the start button at all? If so, then some how GMAX has been moved off the screen. Right click on the icon and try to maximize it. This may restore it to the screen. If move is available from the menu, can click on that and use the cursor keys to attempt to move it back on to the screen.
This has happened to me in the past when I was clicking to rapidly on things.
Hope this helps
Brian