Firstly you will have to make sure that the page is showing up in either the "Trusted Sites" zone or "Local Intranet".Then in the relevant zone you'll have to lower security settings on the client to allow "Initialize and Script ActiveX Controls not marked safe for scripting". Obviously you cannot do thius from within a web page.
The following code will then execute a command as if typed at the command line:
var oShell = new ActiveXObject("WScript.Shell");
oShell.Run(Command, 1, true);
This is IE only.
You can see more options for the shell.run method by looking at MSDN
Joe (Microsoft MVP - XML