The rule is that cmd.exe always strips first and last character of passed command line if these characters are double quotes. So this becomes wrong when your command line starts and ends with double quote.
E.g. you want to execute following command line:
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"C:\Program Files\UPX\UPX.exe" "D:\MyFile.exe"
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cmd.exe /K "C:\Program Files\UPX\UPX.exe" "D:\MyFile.exe"
Stupid but proper way of doing that with cmd.exe (note extra quotes that are required for cmd.exe to be happy):
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cmd.exe /K ""C:\Program Files\UPX\UPX.exe" "D:\MyFile.exe""
However it wasn't so for Windows 9x with its command.com command interpreter.