Thanks for your answer.
Unfortunately it seems that the working directory is the one that issued the java command.
I followed the quick start and thus created a base directory containing a '.bat' file with the java command to start the client.
Then I have a subdirectory containing both the getdown client jar and the getdown.txt.
%appdir% is correctly defined(subdir) but it doesn't change the working directory of the application.
Am I doing something wrong?