BGLComp is a command line utility and does not have a GUI ( graphical user interface) and is really meant to be used in a command (DOS) window. While drag-n-drop might work, if there are errors in the input, you will not see them. You just don't get anything and no clues as to how to fix them. By using a command window, the error(s) will be listed on your screen in that box so you can see what needs to be fixed.
Another thing to do is to put BGLComp in a directory that is in your PATH environment variable. I have mine in the C:\WINNT directory. This way I only have it in one place and can call it from anywhere. Also, adding a Command Prompt to your right click context menu in Windows Explorer is handy and allows you to manuver to your working directory then open a command window there without having to type in a bunch of "CD" (change directory) commands which can be a pain with long file names and spaces.
You might also want to check this out:
http://www.scenerydesign.org/forum/showthread.php?t=986Lou