pixel perfick I don't see how that would be possible.
From what I do understand of web security, any capx that you download or any game that you run in a browser (be it the arcade, Kongregate, in preview or elsewhere) simply cannot run an executable without user approval*.
I suppose a capx could carry a dangerous exe as a project file, but you'd have to deliberately and manually extract and run that file yourself.
*Of course, there are always way around these things, but that's just the nature of the Internet.