You're thinking of a user initiating calls to programs. This is not the only way a program gets loaded. For instance, at the very basic level if you think of playing flash content - your browser launches the Flash Player which in turn plays flash media. One program calls another program to carry out functions. This is how programs interact. That Flash object didn't just magically load itself on your PC - it has to be called.
If you're on Windows and you have Virus.exe on your desktop - you're safe unless you execute it; but you're not really executing it, the Explorer shell is executing the code. The way Viruses get loaded is because a program on your PC executes the virus program, which enables it to run code.