possible to execute files?

now i suspect that this isn't possible for security purposes..
but would there be a way to execute a local exe via a web page?
even if the web page has to be on your own computer to do it?
i'm trying to do something like <a href="c:/someprogram.exe"> but
obviously that doesn't work, as it just prompts you to download it.
maybe javascript or php could do something?