No matter where the file is located, I run it, play, minutes after closing it, the file just disappears. I copied it, run the copy, same thing, but just the copy disappears. What happens is that the .exe file disappears from the system after closing the application, no matter where it is located or if you have many copies of the same file, the one that run, vanishes.
Tried to change the propperties of the file, protect it, but nothing seems to work. I spotted something today, a warning saying that the file comes from another pc and might harm my pc (my computer is in spanish, I don't know the exact phrase in english) I unchecked it, and used it, it worked and didn't disappear, at least, by now.
I believe this might work for some people