While I haven't yet confirmed all the details, it appears that [Internet Explorer] 
(but not other popular Web [browser]s?) mis-executes single-file Tcl-based executables
when it attempts to "Run" them on downloading.  To "Save" and "Open" them is fine.
This suggests, as [GWL] first observed, that IE is establishing its own [VFS], or
at least doing something (with '''%TEMP%'''?) to make life hard for the ones in 
[starpack]s or [Freewrap].

[APN] If this is on Vista or later, most likely it's the integrity levels (or whatever they call it) kicking in for anything run from IE. See [http://blogs.technet.com/markrussinovich/archive/2009/02/03/3174194.aspx].
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%| [Category Windows] |%
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