Auto Run Program

Adjusted points to 72

You can run the application using a "launcher" application.  
Link the programs icon to the "launcher" rather than the primary  application.
Everytime the user launches the application, the "launcher" reads the cupprent application profile from the registry or an ini file and compares the information with a file on the network(where you post your update files)
If the information is different, the launcher then copies the information from the network to the local machine.
The "launcher" now runs the target application.

I was looking for a method to run the downloaded program as soon as it was downloaded.  Is that possible?

Isn't there a way for the program to automatically execute after it is downloaded from the internet?

Why not make it a self extracting executable.

The file that is being downloaded must run on the PC it is downloaded to in order to update/replace files already on the PC including some dll's.

I would like to have this file run when it hits the other computer

Autostarting is a user-setting because of security reasons.
You can make it auto extracting. When the user chooses download or open. You can tell them that they have to use open.
When it is started you can do everything you want. Reboot machine excetra.

Mirkwood, that is my answer. Thanks.  Post it as an answer, so I can give u the points