Are you thinking of setting up a webpage for your own use, to get to programs within your PC? Or is it for a program you are distributing to other people? If the latter then you will have to set up the protocol by figuring out what version of what OS the user has and proceed as required by that operating system.
http://msdn.microsoft.com/en-us/libr...14(VS.85).aspx has a few hints to get you started. It has to do with registry keys and dodgy stuff like that... I'd backup your registry before you do anything though...
I just Googled "how to set up a custom protocol", and that was 3rd on the list.
Regards,
Richard