In my application I want to open some files with the correct default programmes, like .doc file should be open with WORD and .psd files should be opened with Photoshop if it is
If you provide a link to a file on the local file system (eg: ) then the browser will open it - however this is not a great way to do it since the browser will first show a dialog ("Do you wish to Save or Open") and then it will "download" it into temporary files as it would if the file were remote. In this case, if you edit and save the file, it'll be the version now in your temp folder. This might not be a problem if your files are read-only, but generally it's not a great user experience.
The only other method is to use ActiveX, which is actually rather easy (though I don't have the exact code on me now - write a comment if you're interested in a snippet and I'll update). Of course this comes with the giant flashing caveats of: