Shortcut Keyboard Button Problem.

I have found a problem with the Connect button on my HP keyboard. I reassigned it to launch my NetZero program nzStart. If I double-click on it in Explorer, I go online. If I assign that same file to my Connect button, it just shows "NetZero" and don't do anything else.onder: I have also assigned my e-mail button to Outlook Express and it works. What's the deal?