>>You can use WSH http://msdn.microsoft.com/library/default.asp?url=/library/en-us/script56/html/wsMthRun.asp

oShell = CREATEOBJECT('WScript.Shell')
>>oShell.Run(lcMyFile)

or ShellExecute API #12636.
>>
>
>There's also Shell.Application's Open method:
>
>

oShell=CREATEOBJ('Shell.Application')
>oShell.Open(lcMyFile)

>
>This will run under Win95 OSR2 v 2.1 or later, Win98, WinME, Win2K and WinXP IAC; it will also run under retail Win95 and WinNT 4.0 as long as at some point has had IE 4 or IE 4.01 with the Active Document extensions installed on it; later versions of IE (IE 5, 5.5 and 6.0) did not upgrade the Shell components on Win95/WinNT when they installed. If you have Win95 or WinNT and do not have Shell.Application, but have a version of I later than 4.01, you'll need to uninstall the current version, install 4.01, and then upgrade back to the most current version of IE, reapplying any SPs or HotFixes which were originally there.
>

With such cons, why would I want use it over other two methods?