AS3 :: CS4 Button Opening External Files?

I'm working on a Flash project (which will eventually be published as an .exe - not sure if that makes any difference) which has buttons which need to open up external files.The external file will vary in type (there will be at least one button each for .pdf, .exe and .swf).I've managed to get this from various online help things:


Code:
function f_testURLOpener()
{
var url:String = "BWorking.exe";
var request:URLRequest=new URLRequest(url);
navigateToURL(request);
}

I've tested it with about 5 different file types and it only seems to work if the url String begins with "http://". Even local htm/ html files don't open.