I think you can do that, but then file wouldn't be .rar, it would be .exe You can do this via SFX option in winRAR.
sqlbyte, looks like you were a little quicker, posted 1 minute after you. Been playing with it and can't figure it out. I can get it to open internet explorer but cant get it to go to a specific page.
you could do it with a macro packaging script like automate or auto hot key. Auto hot key is free and you can easily have it open a users browser to a specific site.
Any idea on how I would go about doing this? Have autohotkey, and browsed through their forum but was unable to find anything.