Don't want to put my friend Carl down... But this ain't all that easy.
Been playing around with this for a few hours and here's what I can come up with:
on (press) {
// fscommand ("exec", "notepad"+chr(9)+"site1.txt"

;
// fscommand ("exec", "start"+chr(9)+"Sample.mov"

;
// fscommand ("exec", "wmplayer"+chr(9)+"zazou.wmv"

;
// fscommand ("exec", "start"+chr(9)+"gemeaux1.avi"

;
// fscommand ("exec", "mplayer2"+chr(9)+"zazou.wmv"

;
// fscommand ("exec", "QuickTimePlayer"+chr(9)+"Sample.mov"

;
}
First thing I must say, is that I don't have a CD burner, so can't really say if all of this would work, but it should at least on a Windows platform.
You can uncomment one of these fscommand to check them out one at a time.
The first one will open "site1.txt" in notepad as long as that file (site1.txt) is in the same directory as the Flash movie, but only if notepad.exe resides in the c:/windows folder.
The second and & forth ones will open the Sample.mov(with QT) or the gemeaux1.avi (with the Windows Media player), as long as these files are in the same directory as the Flash file, regardless of where the QT or WMP players reside, but only after opening an annoying dos empty window.
The third & fifth ones will open the files directly but only, once again, if the players reside in the c:/windows folder.
The last one should do the same, but I already have problems with QT on my machine, and maybe for this reason only, it simply won't work. You would have to check it out... But the QT player should reside in the c:/windows folder.
In the documentation that I have, it is said that you can use a different path if the players don't reside in the c:/windows folder, but I can't get that to work either.
Anyhow, using another path might be tricky, since the enduser may not have the application in your specified path.
Hopes this helps a bit!
Regards,
ldnewbie