"virtual" files

I want to create a "virtual" file that, when accessed, will be d/l (by my background application). This should work if the file is accessed by windows explorer, or by other application (e.g Microsoft Word...)

What is the best way to implement it?

EDIT:

Can this be implemented by Shell Extensions?

It sounds as if you're about to write a virtual file system driver. That's a pretty hard task in pure C, limited debugging support and many reboots.

If I'm not mistaken, the task is so hard that there are several commercial offerings that provide tools and libraries that considerably simplify the implementation.

Update:

A starting point is Microsoft's Installable File System Kit, which is a part of the Windows Driver Kit.

What you're describing sounds a lot like WebDAV. There are already servers that support this protocol (including Apache), and Windows appears to support it either natively or via an add-in feature.

You can also choose to implement an CIFS/NFS server instead. I don't know about the current state of Alfresco's JLAN, but they did open source (some of?) the code. Perhaps ask for an update here: Open Java SMB server implementation