I have a similar problem. Ever since I got my better desktop computer (yes, it's Windows), I could last maybe twenty seconds into a game. Since I have to mash the Z key to get it to fire continuously, the game will just shut down on me without warning. I assume it might be some sort of panic feature, but otherwise it makes no sense. And if it is a panic feature, then how come it's only here? PoFV is the only Windows Touhou I haven't been able to play because of that ;_;
I should mention, it worked on my laptop before I ported it over, so Ihave no idea. I know I've had problems with it in the past, but I could at least play it before.