What version of FileMaker are we talking about here?
Your profile says '11 Advanced', your question references "FileMaker Pro 9".
Either of those versions are really old... that may be the reason. Also keep in mind that sometimes ( a lot of the time ) the syntax of the commands are case-sensitive. Make sure that is correct.
Next:
If you paste the text of the command you are trying to run in the command line, does it work? Ultimately, FileMaker just hands off the command to the operating system, so there is not a lot of complexity in that leg of the action.
Can you give us a sample of what the argument looks like?
What are you expecting the action to do? You mention the path of the script to run, and you mention what shows up in the cmd window, but don't tell us if that is right, wrong, or no related.