I think that this has been blocked for security reasons. Imagine if a website could run any program on your computer?!?!
Many sites like veoh and itunes use a different protocol, like http:// and
ftp://. The only way for this to work though is to edit the registry of the computer. So unless you have created the program yourself or its only for your computer I don't know of a way to do it, sorry.
Flabby Rabbit