DOS requires you to put a path in quotes if it contains spaces.
If you try to run: C:\Documents and Settings\user\My Documents\foo.exe
You receive the error: C:\Documents is not recognized as an internal or external command, operable program or batch file.
However, if you try to run: “C:\Documents and Settings\user\My Documents\foo.exe”
It will work fine. This also applies to many other command line based applications.