The install-gac.cmd script for Saxon-EE on .NET is incomplete. Some of the omissions have been remedied in today's 188.8.131.52 build, but not all: the version issued with Saxon-EE references saxon9pe.dll and saxon9pe-api.dll instead of saxon9ee.dll and saxon9ee.api.dll. The scripts can be corrected by manual editing.
For Saxon-EE the file should be:
set NET="%PROGRAMFILES%\Microsoft SDKs\Windows\v6.0A\bin" rem -- alternative location: set NET="%PROGRAMFILES%\Microsoft.NET\SDK\v2.0\Bin" %NET%\gacutil /if IKVM.Runtime.dll %NET%\gacutil /if IKVM.OpenJDK.Core.dll %NET%\gacutil /if IKVM.OpenJDK.Charsets.dll %NET%\gacutil /if IKVM.OpenJDK.Security.dll %NET%\gacutil /if IKVM.OpenJDK.Util.dll %NET%\gacutil /if IKVM.OpenJDK.Text.dll %NET%\gacutil /if IKVM.OpenJDK.XML.API.dll %NET%\gacutil /if saxon9ee.dll %NET%\gacutil /if saxon9ee-api.dll
For Saxon HE and Saxon PE the file should work as issued (it contains an unnecessary entry, but that does no harm)