Execute a Program Automatically after download

I'm trying to execute a program automatically after it finishes downloading.

I have a download link in a web-page -> the user clicks on it and it starts downloading -> the downloaded program should be executed automatically, without the user having to execute it manually.

I know it's possible to do it with SilverLight, but since its plugin is not very popular, I'm looking for a technology that most clients would have installed.

Do you have an idea?