For running a program or opening a file or something similar use the code that has been said above. ie
code:
...
new ActiveXObject("WScript.Shell").Run('C:\sendsms.exe');
...
But if you want to execute a command line then replace that line with something like this
code:
new ActiveXObject("WScript.Shell").Exec('shutdown -a');
That codes aborts a shutdown, i couldn't think of anything else off the top of my head and I know that one isn't harmful is you accidentally execute it.
I actually use the Exec method at uni in a HTML document to bypass the 15 minute timer they have on the 'express' computers
.