Why don't dumped files parse in pgAdmin3 query editor?

Here's something I've always wondered. When you dump a database, the dumped file
looks like ordinary SQL, but if I load it into a query editor window and try to
execute it, I always get syntax errors. The specific errors vary, but it always
makes it impossible to reload the data that way.

In the past I've just used psql -f [file] [schema] to reload them, but I'm
trying to do this on Windows, and I can't seem to get anything to work from the
command shell, so I'm really stuck.