ExcelBanter - Hyperlink to an external program

Hi guys, here's my problem:

I've an excel sheet that needs an external program to download data and
import them on excel.
Since both sheet & program have to be downloaded from the web (by many
users) i need to create a 'universal' Hyperlink inside the excel sheet
able to open the program located somewhere on users' hard disk.

When i've created this link on my file (in MY desktop), simply i've
followed program's path from Excel hypertestual-window, and it works
fine. But people told me that it's impossible to open the
needed-program (probably because it's located in a different directory)
when they call it (using My-desktop link, "OBVIOUS, i thought").

So, how could i solve this problem ???

thanks in advance for your attention!