If you're talking about classic ASP, you can use something like this:
<![CDATA[<%
set wshell = CreateObject("WScript.Shell")
wshell.run "myProgram.exe"
set wshell = nothing
%>]]>
If it's ASP.NET, you can use something like this:
using System.Diagnostics;
...
Process process = new Process
{
StartInfo = new ProcessStartInfo("myProgram.exe")
};
process.Start();
I hope this helps!