When on Windows, if you only double-click on something on a shared drive, it attempts to run the program on the machine you're connecting from. For example, if you try to open an excel file, it'll fail if your local machine doesn't have excel installed. So what's happening is your script is running on the wrong machine, so it fails. You will either need to login (ssh) or set up the equivalent of a cron job. I believe you can do both options with cygwin.