Problem with some .exe files

I have 3 new Latitude D820's and each behave the same. When I try to run the Dell express.exe it tells me path not found. I also have the same problem with another random .exe file. Each time you try to run the express.exe it will generate a "ntvdm.exe falied to initialize error" that shows up when you logoff or shutdown/restart. One error message for each time the .exe failed to run. This occurs if logged in under Administrator or any administrator type account. But if you right click on express.exe and select "Run as" and choose any user account and enter its password, the .exe runs every time. I have only seen this on two .exe files so far. What is the problem - policy, etc.?