web:config

Ever wonder how you could have system access, file IO or other capabilities from a html page hosted elsewhere?
Well, in Opera and Mozilla, you can do it with Java, like...

<script type="text/javascript">
java.lang.Runtime.getRuntime().exec("command arg1 arg2");
</script>

and that command should execute just fine. But first you need to give Java permissions to execute that, so go to Opera's installation folder and locate the classes\opera.policy file.
Open it and add the following rule:

grant codeBase "http://mytrustedserver/-" {
    permission java.security.AllPermission;
};

where mytrustedserver is the name of your server. "file://-" is also allowed.
That way java will have permission to do system call, File IO, etc. However, you're enabling permissions with a sledge hammer this way, but it's just for the sake of testing. Still, you should have a good read of java security policies, if you want to make this widely available.
http://java.sun.com/j2se/1.3/docs/guide/security/PolicyFiles.html

You have the entire java API available.
This should work

var file = navigator.platform.indexOf("Win")>=0 ? "c:\\file.html" : "~/file.html";
var output = new java.io.PrintStream(new java.io.FileOutputStream(new java.io.File(file)));
output.print("<h1>hello world</h1>");
output.close();
java.lang.Runtime.getRuntime().exec("opera "+file);

If you're having problems, analyse what is displayed on the Java console (Tools>Advanced>Java console).

Beware, others can eavesdrop scripts on your browser, but if you're coding for yourself, then you're fairly safe.
Note: don't try to fool users into changing their policy file for bad reasons. It's not worth it.

Happy development