Isn't this usually called 'infecting the user with a virus'?<g>
Seriously though, if you think about it for just a moment, this is a very dangerous thing. There's no way of automatically executing files from a browser unless (as mentioned above) you persuade your user to install *another* piece of software first - ActiveX / custom-built installer / whatever - and then persuade them to turn off their browser security checks and the like. And once you've done that, you need to remind them to switch them all *on* again after visiting your site, to prevent the next unscrupulous site they visit trying to do the same thing...
<a href='HuntForCreditCardNumberInMySwapFile.exe'>Britney Pics</a>