The program installs as a new button in the IE toolbar (as well as a new menu item under "Tools").
Just hit the "Advanced Control" button and it pops up a dialog (you must select the script *.vbs/*.js file from {app}\scripts directory).
"Advanced Control" is a web browser add-on that executes your program. Address space of your program is insulated, but you have an access to objects: window, document, WebBrowser, ShellUIHelper.
You can use the WebBrowser and HTML elements EVENTS. You can create an instance of a specific ActiveX for file operations etc. The languages: JScript or VBScript.
Note: If you are using a version of Windows with security features (Windows NT, 2000, or XP), you will need to be logged into your computer as a user who has permission to install ActiveX controls.