Tested it by making it to start a script, now it works :) The script basicly is just two lines like, cd workbench:games/princeofpersia jst princehd
or, in case there are tooltypes you want to run with the program, cd workbench:games/princeofpersia wbrun princehd
I also discovered that one reason why some programs did not work with the "Run in UAE" command, is spaces. It looks like if the file have spaces in the filename, it will not start.