While I haven't yet confirmed all the details, it appears that Internet Explorer (but not other popular Web browsers?) 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 starpacks 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 [L1 ].