The EXEC command executes an external program. I've never used it so I don't know whether it would serve your purpose. The manual doesn't give much info on it.
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exec(string program, string arguments);
can now be called from DLLs, and accept direct sctrings.
Remarks:
'\' Characters in strings, like for file paths, have to be given in
C-Notation as "\\". Example: "C:\\program files\\internet explorer\\iexplore.exe"
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I would like to be able to call up a Game Maker 2D game from within GS and return to GS but I haven't tried it and I don't know if it's possible.
If you have any luck with it, please let me know how you did it.