As Vragabond said, your options are limited and you may decide that those available to you aren't worth the hassle.
However... You could probably create an ActiveX object for this, although there are many other implications in doing so and I wouldn't personally recommend it.
Another way is to use VBScript and utilise the wshell object -- but this will only work if you are running the site locally (e.g. from a user's HD or a CD-ROM or something), and will also only work in IE. Try to run it from a Webserver and it won't work. Again, there are security implications with this method but as long as you and the user are aware of them, they might not be an issue.
Let me know if this sounds like something you could use and I'll provide more info.