it's a little bit faster, because the client doesn't have to download the executable before loading it into memory.

With current bandwith and processing powers, it's not really necessary any more, so it's easier to just keep the executable on the netlogon share and run it from there.

btw, the dll is only needed for W9x systems, so unless you still have them, you don't need it any more either.
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The Code is out there