How to launch application from Internet stream

Hi,

I hope I'm in the correct forum. I think I am. I've written an application in C# in Visual Studio .NET 2003. What I want to happen is when a user clicks on a certain file that streams down off the Internet that my application is automatically launched (the user doesn't have to click "Open" when the stream starts downloading).

How can I do this? Other applications do it I know they do. I have an ftp client that sees a .exe file downloading and launches itself. pdf files launch on their own. How can I do it for my application extension?

Thanks
Thoalex