Hm, after searching some more, I came across
this thread, where one poster said to make a *.bat file. I made one, like so:
set LUA_PATH=
"F:\Program Files (x86)\Telltale Games\Wallace and Gromits Grand Adventures\Fright of the Bumblebees\WallaceGromit101.exe"
This time I actually got an error saying "Could not load game data".
Then I realized that the link contained the path to start in, so I copied the shortcut from my desktop into the installation folder and pointed my *.bat to the shortcut. This time I expected it to work, but it closed without an error, as usual.
Do I *really* have to uninstall LUA?
Edit: I also tried set
LUA_PATH="", with the same result.