Caveat: I haven't seen any threads on this, so either it's something weird with mine, or it's something obvious that everyone else knows.

So, I've been running the shortcut created by the GoG installer on desktop, and have been noticing something odd. It always complains and asks for permission from a file called sta****.tmp, where the wild cards change with every launch. I noticed the shortcut points to start.exe instead of Shock2.exe. Anyone know what the different exe does? Is this for creating a crash dump as I've seen some people talk about?

Edit: Seems it was sorta answered in this thread:
http://www.gog.com/forum/system_shock_2/game_not_launching_correctly