Projector (exe) Question

I’m try to get a projector file (.exe) to work so that when it opens on the CDRom that you can click on buttons and get a few different html/shtml files and wav files to open. I’ve got it working fine as a swf file but when I try it as an executable, only my rollovers work … the exe won’t open a browser or anything? How do I get this to work.