Gadget, haven't seen you around here for a while.
Hmmm well first of all, I like your idea about using the Active Desktop to launch stuff....Amazing...Active desktop is actually good for something!!
Regarding your problem, I don't think there is anyway to ignore the download box just for those files but still have it come up for all other EXE's on the internet...
But I would try perhaps a DOS batch file that runs the EXE...This might work. And have the images link to this batch file.
Or, if you know anything about PERL (I don't know much), but it is basically sort of like a batch scripting language for Windows (and other OSes). You could do a similar batch thing perhaps by writing a perl script maybe...any perl boys out there to help me on this one?
Jakobud