Use the Shell function in the Workbook_Open event, something like this:
Code:
Option Explicit
Private Sub Workbook_Open()
Dim RetVal
RetVal = Shell("C:\WINDOWS\CALC.EXE", vbNormalFocus) ' Run Calculator.
End Sub
You can find more info on the Shell function in VBA help.
If you're not sure about the Workbook_Open event and where to place it, lemme know.