Microsoft Knowledge Base Article 321713 contains the following summary:
This step-by-step article describes how to use a group policy to specify automatic installation options based
on file name extensions in Microsoft Windows 2000.
You can use group policy to automatically install a published program when a user clicks a program file with which that published program is associated. You can publish a program distribution to users. When a user logs on to the computer, the published program is displayed in the Add/Remove Programs dialog box, and it can be installed from there.
NOTE : Windows 2000 group policy automated-program installation requires client computers that are running Windows 2000 or later.