All of the above are scripting languages that are supposed to reside on a server, and basis a request from a browser to return some information.
If you want to develop a desctop application, which you install on a computer independently, you have to look for the C+,C++, Delphi and Java.
NOTE: Java and JavaScript are completely different things. Java applications are browser and system independent. JavaScript needs a browser as it manipulates with HTML objects on a web page and different browsers "understand" javascript differently.
The .NET framework is also a good opiton for Windows-based applications. Still I am not very familiar with the .NET stuff.
ASP .NET is another thing that is web oriented.
.NET is a new thing developed by Microsoft, and is getting really popular lately. E.G. ATI video graphic card drivers rely on .NET for the user interface to adjust screen controls, etc.