That's not gonna happen.It must work on any OS.
pay-per-install.org, mirite?
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You might be able to do something like this with Java, but then you have to make sure that all of the machines have the Java runtimes installed, and depending on where you want to place those files, and what you want to "run" after the download, there might be security problems as well.
I agree with the other posters, this is going to be far more doable with MSWin, which will get a large majority of the systems out there, but not all of them.
Go to rentacoder.com and put it up for a bid. Seems simple enough to do in Java, and you'll probably find someone there to do it for cheap.