runtimes+upx

bahhhhh, i could cry!
i don´t know why nobody could tell me how to use upx on blender runtimes (games,…). my problem is that after the compression with upx on the runtime, the runtime isn´t functional. i compressed a .EXE and after i started the game it shut down immediately. i noticed that there was some guys (blender-user) used the compression for their games, but it seem´s to be a BIG problem to solve myself. i used the latest version of upx and blender on WinXP. is there anybody who can help?