I'm having the exact same problem for Warcraft III. I've tried without quotes around the game location, with quotes, with quotes around the location and the start commands, everything. All of them have the exact same problem, which you described.

It might be related to the fact that I do indeed have a dual core processor, but when I go into a cmd prompt and type "start /?", there's one option missing, the /AFFINITY option; it has all of the others that are shown in the screenshot of the cmd prompt in the original post.

Does anyone have any ideas why /AFFINITY isn't showing up in the list of possible start parameters, and why we're having the problem of the cmd window coming up but then not launching the program?