You can't run AppleScript provided by a remote computer. Period.
If you could do that, it would be a huge exploitable security flaw. Any server anywhere on the internet would be able to tell any Mac OS X computer to delete any files on that computer, or upload them to any remote location. Big problem.
You can't tell the client computer to install and run an application, either. That's just as big a security hole.
And you can't associate a URL scheme to an arbitrary program. Yet another security hole.
Since all these things are huge security holes, they are unlikely to be intentionally provided by any application vendor. This means it's unlikely that any approach involving remotely provided AppleScript will ever work.
So instead of asking questions that will almost certainly be answered with "No, because it's a huge security hole", please explain exactly what you intend to accomplish by running a remotely provided AppleScript. Be specific: identify exactly which application you're trying to run. There may be another solution, but since we don't know exactly what you're trying to accomplish, we can't tell you how to go about solving it.
If you're running a signed Java applet, you have access to the Runtime.exec() methods, which can run code provided by a remote computer. But you still need the user's permission to trust the applet, in order to gain access to Runtime.exec(). Signed but untrusted applets are not permitted to do this.
Your target user must also have Java enabled in their browser. A significant portion of users have disabled Java, for one reason or another. In the past, there were some exploitable security holes in the browser's Java Plugin, and the simplest fix was to disable Java.
