Yeah that BAT thing was the first introduction to what we now know as INJ/REM morphs. The base CR2 had placeholders for the morph data in it, but in order to actually ADD the morph data into the CR2 you had to run that BAT file. IIRC, all the "Millenium 4" figures had those BAT files.

That SHOULD make them work. If not, something else is amiss.