Strange. Are you getting any errors when building the executable? You have downloaded all the additional DLLs linked on the compile guide?
If nothing else, you can try making a shortcut to manually enforce the configuration and data directory to see if either of them could be causing a problem. This can be done either via a shortcut. After creating a shortcut to the executable, open the properties and append the attributes to the target (outside of the quotes). In the command line, navigate to the executable's folder (cd "C:\Path to executable"), then run the name of the executable (should be glestadv) with the attributes appended.
The attributes in question are -configdir "path" and -datadir "path". Both accept either relative or absolute paths (relative = from the executable). Configdir controls where the INI, logs, etc will be saved, datadir controls where it looks for the data (eg, the techs, maps, etc folders). Since they accept relative paths, ./ as the path would enforce checking the folder the executables are in (assuming you're using a vanilla Glest folder structure). So this would make the command glestadv -configdir ./ -datadir ./
If that too fails, I'm afraid I haven't a clue what went wrong. I had a "white screen no logs instant crash" before, but it was usually caused by either a bad driver (on my old computer, though that's likely not the case for you since you can play the beta fine), missing DLLs, or a bad folder structure (I encountered the latter two the first time I tried to compile GAE). If none of the above works, please list all the DLLs you have in the installation directory, as well as try tweaking around with the folder structure. d