pixelsoul and pritaeas comments are both true. well there's one trick, PHP's exec() can execute exe files, lebian files, Jar files, and Mac OS' executubale file. those that are made of program. Not Media type files.
one trick here is to download the executable file then run the PHP script, if and only if it is a server based application. if want to make the application wider which is world wide web, then install the executable file in the web server or just save it then put all the scripts on the server. make sure that the scripts and the executable files are on the same root folder, otherwise it will fail.
Having an remote php page access your local machine could be tricky. Do you really need to do this? Seems that that would be a major security issue. I think I'd have a flip if anybody tried to access my PC.
How about the java autorun -> poll website for data -> java
Or is that not possible or perhaps not what you need?
as for me, I defined my self that cron's acronym to make it easy to remember is Compiled Run-on Online Network. This is not the correct acronym but that's the way I understand what CRON can do. So I defined it my self that way.