When OS/2 is booted from diskette, you must use a special program to load the REXX support (normally, OS/2 boots from the hard disk and the WPS loads REXX support automatically).
The best program available to load REXX from diskette is BOS2REXX.EXE.
To create a boot diskette with REXX support do the following:
Note: You may omit the third step. In this case you must init the REXX support manually with the command
detach A:\BOS2REXX.EXE
This method allows you to load REXX support only if necessary.
Important: Do NOT kill the process with BOS2REXX! Your REXX programs might not act as expected if you do so! The process which initially starts the REXX support is required throughout the session because it handles the global data, semaphores and so on. This is true even if you restart BOS2REXX after killing it!
Source: APAR PJ15496