What about includes and libraries?
If your EA reads/writes files, you may need to give the "terminal.exe" administrator privileges. Simply right click on it, Properties, Compatibility tab, and check "Run this program as an administrator" (I do this with all my terminals anyways, just to be on the safe side).
Either than that, I'm not too sure. Since the MACD Sample is running without problems, my only guess would be that there's something funny going on in the EA code. I would look over the source file (mql4) if you have it.