Windows 8 Control Panel will not stay open !

Hi Bryn,
Thank you for posting the issue on Microsoft Community Forums.
We will try to help you resolve the issue.

If you could answer a few questions it would help us to resolve this issue:
1. Did you make any changes in the computer prior to the issue?
2. Do you get any error message?
3. Do you have any third party anti-virus program installed on your computer?

Here are a few steps which you can follow:

Method 1:
Step 1:
I would suggest you to boot in to safe mode and check if it works. Here I sthe link which says how to boot in to safe mode.
Windows Startup Settings (including safe mode)
http://windows.microsoft.com/en-US/windows-8/windows-startup-settings-including-safe-mode
Step 2:
If it works in safe mode then perform a clean boot to find out which application is causing the problem.
Clean boot: To help troubleshoot error messages and other issues, you can start Windows by using a minimal set of drivers and startup programs. This kind of startup is known as a "clean boot." A clean boot helps eliminate software conflicts. Here is the link for your reference to perform clean boot.
http://support.microsoft.com/kb/929135
Note: After clean boot troubleshooting step, follow Step 3 in the provided link to return your computer to Normal startup mode.


Method 2:
Disable third party anti-virus software and check.
If you are using any third party anti-virus then I would suggest you to disable that and check.
Important Note: Antivirus software can help protect your computer against viruses and other security threats. In most cases, you shouldn't disable your antivirus software. If you have to temporarily disable it to install other software, you should re-enable it as soon as you're done. If you're connected to the Internet or a network while your antivirus software is disabled, your computer is vulnerable to attacks.

Method 3:
Run Online Scan (Microsoft Safety Scanner).

A fast way to check for viruses is to use an online scanner, such as the Microsoft Safety Scanner. The scanner is a free online service that helps you identify and remove viruses, clean up your hard disk, and generally improve your computer's performance.

To run the Microsoft Safety Scanner:

a. Go to the Microsoft Safety Scanner webpage to download the scanner.

http://www.microsoft.com/security/scanner/en-us/default.aspx

b. Click Download Now, and then follow the instructions on the screen.

Note: The Microsoft Safety Scanner expires 10 days after being downloaded. To rerun a scan with the latest anti-malware definitions, download and run the Microsoft Safety Scanner again.

Note: Any data files that are infected may only be cleaned by deleting the file entirely, which means there is a potential for data loss.