"at" command questions

So PsExec and RCMD have both failed to work so far. Now I'm making another
attempt to run a batch file using "at". This actually works, to a degree.

Here is the batch file...

d:
cd d:\pamprod\pam\wsys\
import B e:\aPAM\PAM_FX_28Nov05_1639.txt BOB T 3 1 Y 20051129
pause

While watching the machine, you can see CMD start up, change drive, then
change directory. The next line, import, pops up a windows dialog box
reading...

"Error attempting to set the system's working directory."

*sigh*

Ok, why is this an error? And how can I fix it?

Maury