"go" isn't needed to switch drive letters unless you specify the drive letter in a variable - for example:
Code:

$Drive = 'X:'
X:
Go $Drive


lines 2 and 3 do exactly the same thing

It's important that you CD to the folder that contains the DLLs or other files needed to support the application. Reference the same path as the "Start In" definition in the shortcut.

Glenn
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Actually I am a Rocket Scientist! \:D