Save the following into a .reg file and add it into the registry:-
Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINESOFTWAREClassesworkflow]
"URL Protocol"=""
@="URL:workflow Protocol"

[HKEY_LOCAL_MACHINESOFTWAREClassesworkflowDefaultIcon]
@="workflow.EXE"

[HKEY_LOCAL_MACHINESOFTWAREClassesworkflowshell]

[HKEY_LOCAL_MACHINESOFTWAREClassesworkflowshellopen]

[HKEY_LOCAL_MACHINESOFTWAREClassesworkflowshellopencommand]
@="\\server\system\programs\workflow.exe %1"

The link is created like so:-

<A HREF='workflow://parameter'>This is a test</A><br>

For some reason the whole line is passed as parameter,
so a little code will be needed to filter out the program name and a few /
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