How to Run a .exe from HTML?

Hey People,

This has been doing my head in for days now, im building an Intranet page for my company but ofcourse they want and area where you can open documents by just clickin a link.
And they also want .exe to be opened from the site.

I have tried different .vbs scripts but im not to good at them.
It does seem to open the vbs but doesnt allow the .exe to open.

Keeps popping up with all the standard question, are you sure? open save? etc.

Can someone tell me or guide me in the right direction on what language to use? or even a simple script?

Thanks!!