how does run work?

If I use this one, my game can't load the data

!define MUI_FINISHPAGE_RUN "tmw.exe"

while if I use this one the game doesn't even try to start

!define MUI_FINISHPAGE_RUN "$INSTDIR\tmw.exe"

It just calls Exec. This recent thread should solve your problem.

Again that was it, a big thank you again, I won't bother you anymore don't worry.

I don't worry.