[morte]

Try copying the EDWIN.EXE as a shortcut to your desktop and right click on it and go into properties to change the target. Just add a -cd. at the end of the target path. (must have a period at the end of -cd.)
Example of my target path:
"C:\Program Files\EA Games\Command & Conquer The First Decade\Command & Conquer Red Alert(tm)\EDWIN.EXE" -cd.