[batch-file] Create a batch file to run an .exe with an additional parameter

You can use

start "" "%USERPROFILE%\Desktop\BGInfo\bginfo.exe" "%USERPROFILE%\Desktop\BGInfo\dc_bginfo.bgi"

or

start "" /D "%USERPROFILE%\Desktop\BGInfo" bginfo.exe dc_bginfo.bgi

or

"%USERPROFILE%\Desktop\BGInfo\bginfo.exe" "%USERPROFILE%\Desktop\BGInfo\dc_bginfo.bgi"

or

cd /D "%USERPROFILE%\Desktop\BGInfo"
bginfo.exe dc_bginfo.bgi

Help on commands start and cd is output by executing in a command prompt window help start or start /? and help cd or cd /?.

But I do not understand why you need a batch file at all for starting the application with the additional parameter. Create a shortcut (*.lnk) on your desktop for this application. Then right click on the shortcut, left click on Properties and append after a space character "%USERPROFILE%\Desktop\BGInfo\dc_bginfo.bgi" as parameter.