To install a small program from a web browser

Hello everyone, I have a client that wants me to build a membership-based website soon. He has small programs for his members to install. He wants to post a link for them so that when they click on it the program installs on their machine automatically. I tried to discourage him from doing that, but he insists on it. His request sounds kind of fishy to me but then again it's for his members. Is this possible to do? Thanks in advance to all who can help.