Oh... it seems tht Blender only works from shell (or launched from some other application as amigados command, like I did). It crashes here too if I try to run it from icon!

Make a script file which you execute from Ambient if you want to run it from icon. For example like this:
rename Blender.info as Blender-start.info, create new textfile called Blender-start and add line "run >nil: blender" there, open icon information window and select "script" attribute.