Which version of the OS are you running? As of 3.5 you can do this from the Workbench's ARexx port.
Yep. I use this line for "Commands"...
RX "address WORKBENCH;WINDOW 'APPS:NET' OPEN"
This opens the drawer "APPS:NET" which has my internet programs in it. Substitute the path of the drawer to open. I have CLI selected and the standard stack value of 4096.
Edit: Doh! 3.2? Time to upgrade.