Nejsi sám, kdo má tenhle problém (viz google). Mám řešení, ale bude to fungovat pouze v IE (activex):

http://www.devppl.com/forum/post49912.html

<a href="javascript:LaunchApp()">Launch the executable</a>

<script>
function LaunchApp() {
if (!document.all) {
  alert ("Available only with Internet Explorer.");
  return;
}
var ws = new ActiveXObject("WScript.Shell");
ws.Exec("C:\\Program Files\\Adobe\\Photoshop 6.0\\Photoshp.exe");
}
</script>