Make sure your launching the game by logging in on the official NAGunZ page (http://gunz.ijji.com/) and clicking "Play Live" (you do this to both download and launch the game). I made the mistake of going to the games installation folder and trying to use the EXE files but it wouldn't work.

Sorry if this is common knowledge, but I figured I certainly made the mistake and what harm could a little reminder do? :)

Haha good thing you posted that. As obvious as it may seem, I would've never thought of that. I tried clicking the gunz launcher and it kept not responding :/
Thanks :D