Depends what OS you are running, if you have Vista or Windows 7 try these
Step 1: Right Click Combat Arms
Step 2: Go to Properties
Step 3: Go to Compatibility
Uncheck the box on Run this program in compatibility mode for: and press OK on the bottom
If that doesn't work, repeat the steps mentioned above for the following files (C:\Nexon\Combat Arms\ is the default installation folder of Combat Arms):
Additional steps in case you still have the same issue:
1. Reboot your computer
2. Navigate to and delete the following folder and all its contents:
-For Vista and Windows 7 it's this folder: C:\ProgramData\NexonUS
-For Windows XP it's this folder: C:\Documents and Settings\All Users\Application Data\NexonUS
3. Uninstall Combat Arms from the Add/Remove Programs section of your Windows Control Panel.
4. Download and install Combat Arms from our download page: http://combatarms.nexon.net/Support/GameClient.aspx
5. Start Combat Arms normally.
This was found on the Combat Arms Website.