I haven't ever had the opportunity to interact with a Powerbuilder application, so I can't directly answer, but I would suggest if you haven't done so already to contact Mercury Suport. If it is an issue that has happened in the past, I am sure someone would have reported it to the CSO.
The main reason I ask is because we have upgraded from NT4 to XP. However previous Winrunner scripts created in NT are not working in XP. Also even by having the old scripts open in the background results in Winrunner to behave strangley. Mercury have replied to me saying that they recommend to run scripts only on the same O/S that they were created on - which I feel is totally unacceptable since that undermines the whole concept of System Independance!