You can run anything from the autorun, including html files, they will launch in the default browser.
Problem:
Internet Explorer's wonderful "security" features will give you a few thousand warnings, they start before you even choose a program.
Firefox will insist on "downloading" the file, it will popup the warnings, and then add the file into the download manager, and then need to be launched from there with more warnings.
Opera gives an option to just open the file, but it is actually first copied to the computer, then run from there.
Check out
Autorun Maestro.