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I double click on it and the hour class icon appears next to the mouse, then it goes away and it doesn't open.
It's really annoying.

Any help?

There may be an internal application error. This means that there is something wrong with real player. It's the same for my windows media player.

Completely uninstall it and reinstall it. See if that helps.

Aw man! but then I lose all my songs!

No you don't, uninstalling the application does nothing whatsoever to your media files. If anything, you'll just need to reimport them afterwards. There's no way uninstalling the program will affect your media in any way.

or just uninstall it and download Winamp

hmm that can work. Try clicking it from your menu, and not on the icon