I'm trying to run jglobus from removable media using JRE 1.4.1_03.  I don't 
want to use a cog.properties file.
http://www-unix.globus.org/cog/distribution/1.1/FAQ.TXT section 9 advertises 
that jglobus will read X509_... enviroment variables:

G:\cog-1.1a\bin>globusrun.bat -a -r wallace.mvc.mcc.ac.uk
GRAM Authentication test failed: Defective credential detected [Root error messa
ge: Proxy file (C:\DOCUME~1\zzcgumj\LOCALS~1\Temp\x509up_u_zzcgumj) not found.]

(In linux RH 7.3 /mnt/usb2/cog-1.1a/bin/globusrun -a -r wallace.mvc.mcc.ac.uk 
with the same X509* environment variables set works.  USB disk is FAT16)

G:\cog-1.1a\bin>set
ALLUSERSPROFILE=C:\Documents and Settings\All Users
APPDATA=C:\Documents and Settings\zzcgumj\Application Data
BISTRO_GLOBAL_CACHE_DIR=C:\Program Files\Intel\VTune\CGGlbCache
CERT=UKeScience
COG_CMD_LINE_ARGS= -a -r wallace.mvc.mcc.ac.uk
COG_INSTALL_PATH=G:\cog-1.1a
CommonProgramFiles=C:\Program Files\Common Files
COMPUTERNAME=RALPH
ComSpec=C:\WINNT\system32\cmd.exe
HOMEDRIVE=F:
HOMEPATH=\zzcgumj
INTEL_LICENSE_FILE=C:\Program Files\Common Files\Intel\Licenses
LOCALCLASSPATH=G:\cog-1.1a\etc;G:\cog-1.1a\lib\cog-jglobus.jar;G:\cog-1.1a\lib\c
og-tomcat.jar;G:\cog-1.1a\lib\cog-axis.jar;G:\cog-1.1a\lib\ldap.jar;G:\cog-1.1a\
lib\cryptix-asn1.jar;G:\cog-1.1a\lib\log4j-1.2.7.jar;G:\cog-1.1a\lib\ldapbp.jar;
G:\cog-1.1a\lib\puretls.jar;G:\cog-1.1a\lib\cryptix32.jar;G:\cog-1.1a\lib\jaas.j
ar;G:\cog-1.1a\lib\jce-jdk13-117.jar;G:\cog-1.1a\lib\junit.jar;G:\cog-1.1a\lib\j
gss.jar;G:\cog-1.1a\lib\jndi.jar;G:\cog-1.1a\lib\cryptix.jar;
LOGONSERVER=\\RALPH
NUMBER_OF_PROCESSORS=1
OS=Windows_NT
Os2LibPath=C:\WINNT\system32\os2\dll;
Path=G:\java\bin;G:\java\bin;G:\java\bin;C:\Program Files\Intel\VTune\CGGlbCache
;C:\Program Files\Intel\VTune\Analyzer\Bin;C:\Program Files\Intel\VTune\Shared\B
in;C:\WINNT\SYSTEM32;C:\WINNT;C:\WINNT\SYSTEM32\WBEM;C:\PROGRAM FILES\COMMON FIL
ES\ADAPTEC SHARED\SYSTEM;C:\DMI\WIN32\BIN;C:\PROGRA~1\MICROS~2\OFFICE;C:\PROGRA~
1\IBM\AFS\Client\Program;C:\PROGRA~1\IBM\AFS\CONTRO~1;C:\PROGRA~1\IBM\AFS\Common
;F:\java\bin
PATHEXT=.COM;.EXE;.BAT;.CMD;.VBS;.VBE;.JS;.JSE;.WSF;.WSH
PROCESSOR_ARCHITECTURE=x86
PROCESSOR_IDENTIFIER=x86 Family 15 Model 1 Stepping 2, GenuineIntel
PROCESSOR_LEVEL=15
PROCESSOR_REVISION=0102
ProgramFiles=C:\Program Files
PROMPT=$P$G
SystemDrive=C:
SystemRoot=C:\WINNT
TEMP=C:\DOCUME~1\zzcgumj\LOCALS~1\Temp
TMP=C:\DOCUME~1\zzcgumj\LOCALS~1\Temp
USERDOMAIN=RALPH
USERNAME=zzcgumj
USERPROFILE=C:\Documents and Settings\zzcgumj
WIN32DMIPATH=C:\DMI\WIN32
windir=C:\WINNT
X509_CERT_DIR=G:\zzcgumj\.globus\ca
X509_USER_CERT=G:\zzcgumj\.globus\UKeScience\usercert.pem
X509_USER_KEY=G:\zzcgumj\.globus\UKeScience\userkey.pem
X509_USER_PROXY=G:\tmp\x509up_u6360
_CLASSPATHCOMPONENT=G:\cog-1.1a\lib\cog-jglobus.jar

G:\cog-1.1a\bin>java -version
java version "1.4.1_03"
Java(TM) 2 Runtime Environment, Standard Edition (build 1.4.1_03-b02)
Java HotSpot(TM) Client VM (build 1.4.1_03-b02, mixed mode)