It's not possible to do this just using HTML, at least not run a program. As pointed out already that'd be silly for security reasons, can you imagine if any website that you pointed your browser at could run whatever it wanted? You can pop up a box that'll ask you whether you want to save or run the program, but that sounds different to what you're after.
This to me sounds like a classic case of using the wrong language for the job, you want something that'll compile and execute on your system, that way you can run whatever programs you like easily - so any language like C, C++, Java, VB
.NET etc. would do what you wanted pretty easily. But launching programs directly from HTML pages? That's a complete no no!