How to avoid occurence of file dialog window ,while working with executable files

Hello,
I am working on html applications (hta)
which are same as executable files.They can be run
by double clicking a hta file in windows explorer.
If you have "IE 5.0" you can run hta.
My problem is whenever i call a hta from another hta,
a file download dialog box appears which has 2 options "download" or "open from current location".When i select the second option ie open from current location, hta opens.
I want to avoid this dialog box which appears
everytime i try to open a hta file OR
Is there any way i can select the second option of the file dialog window ,by default ,using
VB code?
Please help, my task deadline is near.
Any kind of help or suggestion is appreciated

Thank You

kom