Running an executable

I am having trouble running an .exe built using (SAVE-
APPLICATION "opengl-gears.exe" 'opengl-example-1 :static t), in 
anything but the \Program Files\Corman Technologies\Corman Lisp 2.0 
directory.

The application is build to an executable and runs without any 
errors, but only in the above directory.

Is there something else I have to do ?

-Luke


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