According to my /etc/mime.types: 
application/x-msdos-program                     com exe bat dll

[download]

But AFAIK most browsers nowadays don't let you execute a program directly from a remote link (for very obvious reasons), which means you'd have to save it to disk anyway.

"What should it profit a man, if he should win a flame war, yet lose his cool?"

In reply to Re: Running an application on a user's computer from a CGI script. by Joost
in thread Running an application on a user's computer from a CGI script. by Cap'n Steve

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