controlling windows remotley

Here's what I want to do lets start basic i want a VB program to sit on a webserver.

The client makes a http request to the VB Application on the server, and the application on the server opens notepad (something simple to start with) on the client.

Would this kind of program be an Active X dll ?

Could someone give me a simple example of this.
Also what kind of security prompts would you get with this type of application and how do you certify your application.

Any other info would be great cheers !