No problem <img src="smileys/smiley2.gif" border="0" align="middle" /> it's not that bad to think it could be run from the desktop, since that's pretty much what the .EXE wrapper does. As far as I know the problem is the browsers don't allow javascript to run locally for security reasons.
And you probably want others to be able to play your web game, so you're going to need a host at some point anyway.
Dropbox is my recommendation as a free start-up option, providing they still offer the "Public Folder". (they planned on removing it)