How will I create an html page on the client machine

For 开发者_JAVA百科a campaign purpose i need to create some URL. When the user clicks on this URL, the html page need to be created on the client machine dynamically. And then when the user clicks on that page he'll be redirect to my own site. please let me know if you have better idea for this.

I don't understand the reason to do that.
Anyway you could compile a html page on client pc (you tagged your post C#, so I assumeyou're developing an app that lives on client pc), save that page in a file and then let it open with default browser.
I think the best way is you write your html page and publish it on a provider and let user pc visit it with browser... isn't it simpler?