I was just telling you how to use the EXE file since you were complaining about double clicking on the program, having the window come up and then close.
do a search on your computer for "*.BAT" and copy one of those and paste it in the frm2gif directory.. Right click on the bat file and click edit. Clear anything that may be on it, and place the line I gave you in it with the proper modifications. close it and save your changes. now rename it to FRM2GIF.BAT and run it. the problem is that when you want to convert a new file you must either rename the file of edit the bat file. if you want to do multiple FRM then replace mainmenu.frm with *.frm and it should convert every FRM file in your directory.
There may be a million different ways to use it(like that virtual command line thingey you are using), but Im just telling you how I learned to use CMD line programs.
If Im speaking too nerdy for you then tell me and ill run it through NERD2LAYMEN.EXE, which replaces 75% of the text with "Thingey"
EDIT: I dont really recomed having spaces in the names of files and directories, because CMD files tend to vomit at the sight of them. if you must have the spaces then do this:
For this example, we will use a directory called C:\DOCUMENTS AND SETTINGS\FALLOUT ROXOR!!!!one1!\FRM2GIF.EXE
instead of using that, type the first 6 letters and a ~1 like this:
c:\docume~1\fallou~1\frm2gif.exe
Much easier, and ou dont get an error message and want to kill yourself.