Garry's Mod unable to load

I bought Garry’s Mod yesterday and downloaded it. And when I pressed play, the loading screen popped up, but about 2 seconds in it exits the game and goes to my desktop. I’ve tried re installing, and been actively looking at you tube videos for solution but have not helped my situation. really pissed that i spent money on something that is not working o.o, btw excuse me for my bad grammar/spelling.

(User was banned for this post ("wrong section" - postal))

You need to add hl2.exe to your firewall exclusions.

I don’t think that’s the problem because my counter strike source can run perfectly and it have hl2.exe

[editline]13th July 2013[/editline]

Anyone else have suggestion to address this problem?