\documentclass{article}
\newsavebox{\MyBox}
\newcommand{\StartApp}[2]{%
\savebox{\MyBox}{#1}%
\hskip0pt
\pdfannot width \wd\MyBox height \ht\MyBox depth \dp\MyBox{
/Subtype /Link
/A <<
  /S /Launch
  /F (#2)

>> %/Border [16 16 0]

}#1}
\begin{document}
Hey, \StartApp{Klick mich!}{/usr/local/bin/mplayer fresnel.avi}
\end{document}