By default, a browser cannot launch another program (plugins and extensions being possible exceptions). If they could, imagine the havoc some malicious user could get up to.
I don't think there's going to be a great answer for this, but you could make a .bat file that opens chrome to a particular URL (assuming you're using Windows), download that and click on it after it downloads.
Here is a useful answer in that case.
You could also (theoretically) make an extension or lower the security settings on IE to allow ActiveX controls. Here's a partial solution. I tried to make something similar a while back and didn't have much luck, but if you're determined...
Maybe there's a better way that doesn't involve such complicated solutions?