No, the browser won't allow this because this would create a massive security hole allowing people to run arbitrary programs (that could contain malicious code) on computers that visit their websites.
I think what he wanted to do was have a program located on a remote host (not already on the user's computer) be automatically downloaded and run on the user's computer immediately without the user having to download it and run it himself.
Now that I think of it, it probably is possible to do this sort of thing with signed scripts, but you'll still need user confirmation to allow you to override security settings in the browser. In any case, look into signed scripts in JavaScript. I'm sure VBScript has analagous functionality also.
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