i started on the allied mission and i think i was in the 3rd or in the 4th mission where i should destroy the soviet "castle" and its the first appearance of the apocalypse tank and "harrier" (forgot what its called) so i finished it but the game closes after that T_T is that a glitch?

It should not be. You are able to play all of the campaign missions on any difficulty. I was able to play all of the Allied missions. Does the game go back to the main menu when you finished the Heidelburg mission? Because it should not do that, it should go to the Gibraltar mission.

i forgot what's the mission's name but part of it where i should destroy the base below me to get tanya...
and if im correct i remembered the soviet general said this

"you think your're so great blowing up reactors here and blowing up reators there blah blah..." and

"so what if you destroyed the iron curtain my apocalypse tank will destroy you with or without it.. blah blah blah"

that part...
yes it does go back to the main menu though the options are like the ones when your installing the RA3 T_T i tried all 3 nations Soviet Allied and The Rising sun...

though the rising sun finishes more quickly i just got in to the mission where the Gundam with a 3 heads is the only thing i can control

It might be then, because it is not supposed to do that. Did you try going back into the game, and continue where you left off?

yeah i did but its still the same T_T it exits the game after transmission(the talking guy) at the end of the mission

I can see only 2 possibilities, either it really is a glitch, or your computer has some problems running the game. I play this game on my parents' laptop in low definition, and it runs fine.

so i should re-install the game again?

Yes, try that. Hopefully it will run the way you want to.