stub.exe is a small real-mode program which coff2exe attaches to the COFF executable code produced by djgpp. When you invoke a program compiled with djgpp, stub.exe is initially run. It simply calls go32.exe, and passes it information it needs to run the COFF file attached to it. stub is much smaller than go32, so less disk space is used. Also, if you change go32, you don't have to change stub, and all the stub-ized programs will use the new go32 automatically.