@sverd, can you send me exactly what you have in your Command field?

It sounds to me like you're prefixing your command with the word start. If so, please try it without start.

Also if your command needs the present working directory to be C:\Program Files (x86)\SonicWALL\SSL-VPN\NetExtender, then please try making your command run a batch file with these contents:

cd /d "C:\Program Files (x86)\SonicWALL\SSL-VPN\NetExtender" NEGui

So your command would be something like c:\folder\batchfilename.bat