How to load server side code or run exe from Silverlight

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First of all, we must know Silverlight is a client side technology, it is just like Javascripts which is run on client side too.

OK, the question now equates with the question "How to load server side code or run exe from Javascript (or click a link in web page)" ?

Normally, we'd better NOT load server side code from client side directly, but we use WCF or Web Service. Create WCF on the server side to provides WCF Services, or create Web Services to provide Web Services, which can be consumed by Silverlight client side.