The script is run on a Win2k Pro box that belongs to a Win2k domain. The user is set (group policy) to run a logon script (logon.bat) that does
%SYSTEMROOT%\KIX32.EXE %0\..\KIX\kixON.scr

The line

run C:\myexecutable.EXE

is the last line of KixON.scr

kixon.scr launches the EXE which immeaditely closes as the Kixon.scr ends being executed.

I don't understand what's going on...