There was a post regarding something along these lines yesterday, and one of the reasons that that might be happening, is because when you're developing and you run a vi, it's the LabVIEW engine that's taking care of it, but when it's an exe, it's the operating system. I don't know too much about this stuff, but maybe that'll point you in the right direction...
I'm sorry I couldn't find the posting from yesterday (lousy work is getting in the way!)
Geoff