You can give a complete path to it. You *MIGHT* have to convert the path to 8.3. Not sure about that.
8.3 ? as in changing the long file names and making them 6 char's long with this at the end: ~1 ?
I tried that and it sorta worked, the executable I'm using is located @ c:\progra~1\TheExe.exe , while it's supporting files are located way back in "My Documents"...I think I found a way though...I'll post when I'm sure.