You might encounter a situation where you may not be able to open any .exe files or shortcut link files, i.e., EXE or LNK files. You might instead get a “Open with” dialog box, or it may open the file ...

I know that some may consider this a "Bad Idea™," but I would still like to figure out a way to do this...<BR><BR>In IE, you have the option to save or open downloaded files, including .exe files.