Running applications from intranet

Hello:

Thank you for your attention.

I know that I can execute an application from an Intranet HTML page with the following instruction:

<A HREF="../Applications/inf_mdi4.exe">Click to run the application</A>

I want to run an application from a menu on an Intranet page, directly from the server where the Intranet pages are.

I don't want to download the application, just to execute it.

The problem is that a dialog that asks if I want to save or open after downloading allways appear and I don't know how to avoid this dialog.

Can you help me please? how can I just execute an application when I click on a menu option on an Intranet page?

The Intranet page works with I.E. 5.0

Thank you in advance for your help.

Kind regards,

Carlos Borrero