Ok, the reason something like that is not possible, is because that involves making a call to the users system. If you could open explorer from a cgi, what's to stop you from running rm -rf / or format c: or some other nasty system call.

I suppose if you are targetting a browser that supports ActiveX you could prompt your user to accept a control that could do something like that. But such an operation, cannot and should not be carried out automatically from a CGI.