Which reasons could make ShellExecute fail?

I have a VB6 application which opens files with their associated application using:

ShellExecute(0, "open", filename, params, vbNullString, vbNormalFocus)

This works perfectly.

Now I got a customer (running XP with Adobe Reader) who can’t open any PDF file using the above command. But the same file is being opened without any problems when double clicking it from Windows Explorer. I also tested the filename/-path combination on my machine to exclude those kind of problems.

I’m searching for any hints on what I could check to make sure ShellExecute is working. Or what can cause ShellExecute to fail this way?

Which reasons could make ShellExecute fail?