1. It only works on IE on Window$ machines
2. IE must be configured to include the site that has the script to be in the trusted area under IR security.
Here is a javascript sample.
<script type="text/javascript">
function LaunchApp()
{if (!document.all)
{alert ('Available only with Internet Explorer.');return;}
var ws = new ActiveXObject("WScript.Shell");
ws.Run('c:winntsystem32calc.exe');}
</script>
<a href="#" onclick="LaunchApp()">Click here</a>(Internet Explorer Only)