Eh, I figured out what the issue was. I had created a copy of the icon onto the desktop. I though I had created a link back to the original exe, but what I had done is create a copy of the exe. So when it was trying to run, it was running from the desktop, rather than it's normal program directory. So, created a proper "link" to the exe onto the desktop, now all is working like I wanted.
I've only been a software engineer for 18 years, you'd think I'd know better.