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Thankyou everyone for help here, I have some suggestions I can use 
right away. :) (And I'll answer each mail in this one cos I think it 
might be kinder to people's inboxes this way).

Thankyou Phillipe (and Roberto), you're right, I missed the (io.stdout).
 I got tired at the end of that session and was trying all sorts, and 
somehow missed it. The assert idea is especially nice, the use of a 
single variable to name the output. I might have used a small 
function with name passed as argument, but this is much neater.

Thankyou Eric, This rocks.
It works as immediately as I was used to in PtokaX, and I've almost 
immediately grasped how to set up the basics of a very useful display.
 The only thing I miss is some error reports to go on, though my 
usual policy with those is: don't worry about details I don't 
understand; just tighten the code so it stops producing any kind of 
error. Thus, clues are vital as I can't interpret these scripts with 
the raw Lua.exe...
I notice a curious extension of an assigned background colour that 
runs to the end of a line rather than only surrounding the printed 
character, but I guess this is something I can fix by use of the code 
you've given me, once I practise it more.
One strangeness: I've seen some odd resizing effects in the console 
window in this OS, and the colour changes would cease to work on 
running a newly-made EXE a couple of times between new builds, though 
this was pretty much cured by closing the window and restarting after 
re-opening it. The sizing oddnesses persisted a bit though, and 
slightly affected text positions in your example script. I'm using a 
W95 shell on W98 SE (Shane Brooks' 98 lite), and that might have 
something to do with it, possibly, although it's not something I ever 
saw before in this OS..)
Calling one script is enough for me. It can include others called by 
it anyway, I imagine, same as I used in Lua4 (as modules). I've found 
that to be good practise for example in a PtokaX hub, to avoid the 
overhead of parsing inputs in parallel needlessly, and I've read here 
today that people have had difficulty running concurrent script 
threads, though that detail is beyond me..
This packing tool you mentioned sounds excellent, far more than I'd 
imagined. It appears to offer the same ease I have now, but with 
power to create anything, from an EXE of no greater size than needed, 
to a fully customised Lua shell that can be designed and assembled 
easily by almost anyone using just the bits they need (assuming that 
libraries need only be present in the same dir or on the system path).
 If that doesn't make Lua's survival guaranteed, I don't know what 
will. It would depend on pre-built libraries, but so does most of 
anything I know how to do in Windows. >:) The idea of using existing 
tools like batch scripts to give build instructions is especially 
useful, as this is one of the few native powers M$ OS's make 
available to us. I value highly anything that uses the known, inbuilt 
OS core tools rather than require a huge or complex install on top to 
make it go.

Thanks Roberto, that compatibility will be very useful. I'll learn 
the new code though, now I have an easy way to do this, but if I get 
that running it will be helpful to test partially converted scripts. :)

Thankyou Luiz, I'm definitely interested, though I don't know how to 
use it. Does it do the same thing as the library Eric added to his 
latest Lua2exe?

The building of a single executable though, is beyond me. While I 
could learn, it's fair to say that it really is not easy for me, we 
can't all be athletes, and not every driver is a mechanic. I'd love 
to build it, and maybe have credit for it, but neither is most likely.
 :) I'm thinking that if I have brought some focus to the idea, that 
might be of worth though, as sometimes a driver will see what a 
mechanic might miss.

There's no doubt that a colourful command window GUI with prompts 
possible for user input, will enormously increase the use of Lua as a 
general purpose tool in Windows machines, especially if it reports 
script errors and does not require anything other than the executable 
itself and a lua script to output customised executables. (It seems 
likely that if it ran in two modes, it would be ideal. Mode 1: Run 
like Lua.exe for writing and debugging, error reports.. Mode 2: Build 
EXE when ready, debugging and error reporting code not passed to 
output EXE). It would certainly be my main tool, becoming more 
important that JavaScript. In fact, as an extension to this: If the 
LuaIDE tool became able to make custom layouts for dialog-based or 
even windowed GUI apps, with static text and buttons and colours and 
such, to me this would be a much easier, smaller, and more desirable 
tool than MSVC++, as so many of the same tasks could be done so much 
faster and more easily by it. I'd pay for one, though I know how 
wildly software charges can vary, so I can't be sure I can meet an 
asking price.. I'd try though. What Eric has done might be easy to 
him but it seems miraculous to me, and I think it will please a great 
many people to see this in action. Windows actually has many virtues, 
and this would go a long way to rectify the lack.

Ultimately it's Lua itself that makes best sense to me. C hurts my 
head, it's simply impossible to think it, as a true language, as I 
can't say it in my mind like words. It's like raw maths, not 
something my brain does well, being strongly suited to words and 
their meanings, but poorly fitted to abstractions that can't be 
conveyed that way. Lua is different, I can grasp it the same way as a 
spoken meaning, and the use of Lua as I've outlined it, and now seen 
it done, in the last two days, will help many people, not just me.