I tried the following:
Hyperlink["label","file:C:\\Program Files\\ProgramName\\program.exe"]
But when I click the generated link the system freezes. For any other file, it opens inside Wolfram notebook. So I assume it's trying to open the executable in the notebook and freezes the front end.
What is the way to achieve this?
By the way SystemOpen["file:C:\\Program Files\\ProgramName\\program.exe"] works fine. But I need a hyperlink.