The 9th and 10th parameter can not be NULL. Try this:
STARTUPINFO sui;
memset ( &sui, 0, sizeof ( STARTUPINFO ));
sui.cb = sizeof ( STARTUPINFO );
PROCESS_INFORMATION pi;
if ( CreateProcess("c:\\agd620.exe", "", NULL, NULL, FALSE,
CREATE_NEW_CONSOLE, NULL, NULL, &sui, &pi ))
{ // You should close these handles right away
// if you don't need them
CloseHandle ( pi.hThread );
CloseHandle ( pi.hProcess ); }
Marcel