I found a 1996 article in "Microsoft Systems Journal" which indicates that Win32 does some very odd things with filenames with spaces in them.

This is no lie. I recommend against using any spaces in filenames on any system (because, they don't gain you anything underscores don't and they complicate things such as the command line unnecessarily), but _especially_ on Win32 (because the capability is retrofitted and imperfect). What gets especially icky is when you have spaces in directory names. Lots of software, including some Microsoft software and almost anything ported to Windows from the POSIX world, fails in some fairly weird ways in certain corner cases involving filenames with spaces. Among other things, the association mechanism in Explorer relies on the command line, but the quoting capabilities there (_especially_ in Win9x/Me) are sufficiently limited to create their own edge cases, so that even if you set up the association with quoted arguments there are still things that can go wrong. The best practice is to avoid putting spaces in any filenames or putting any files in directories with spaces in them. (On WinXP, it's okay to use your "My Documents" folder, but I don't even recommend that on 9x/Me; create your own C:\docs (or whatever) and use that, and you'll have fewer problems.)