common prob.. instead of using the "\" slash you should use the "/" slash.. so it would be:

C:/Program Files/AliasWavefront/Maya/4.5/scripts/GIJoe.lights

if it still does not work, use doubled forward slashes "\\"

C:\\Program Files\\AliasWavefront\\Maya\\4.5\\scripts\\GIJoe.l ights

hope it helps,
Tariq