Does it work from a memory stick or from the HDD?
Remember to remove the RO flag from the file if you copy it off the DVD.
I'm having a problem with running a .jar from a .exe from a DVD for my boss.
It seems that when I try to extract to the PC, I get an error message that says I can't run the .jar file and doesn't let me extract anything.
I tried uninstalling and reinstalling Java but no luck.