consider using an animated gif89. it'll work on older browsers and you'll just need to create an image and use a <A HREF="to/page.html"><IMG SRC="blinking.gif"></A> tag.
to open a 3rd party application server side look at the php exec() function & backtick operators. if you want to open an application up on the client side using a web browser look at using java, activex, or a natively compiled .exe program that the users download and install.