Starting program from flash

Hi there, I'm doing a cd with a autorun on a flash-exe, now among the things that you should be able to do from this flash is to run a install program. The autorun and everything else works fine, the problem is starting the installer.
So my question is pretty simply, how?

I've tried linking to the .exe that I want to run but all I get is the question about if I want to download or open it. Is there a way around this?

if not

Is there a way to get that darn message to pop up over the flash program instead of behind it (as all windows does for me when I run a standalone flashplayer)?

cheers

carlstrom