Solution : https://service.sap.com/sap/support/notes/122495 (SAP Service marketplace login required)
Key words : 
~ftp/general/frontend/patches/rel40b/windows/win32/gnsmx_z, additional key words, program error, exenote 96885 describes, prerequisites, releases 4, build 4020/2, build 4028
Related Notes : 
       
| 123889 | SM: window too small when you start SM the 1st time | 
| 96885 | Downloading front end patches |