Doesn't GameMaker support exporting to HTML5 (JavaScript mostly)? See
Spelunky HTML5 (Spelunky is probably the most advanced GM game of all time and needed some extra work) for details.
Don't forget, not everyone uses the Windows Operating System! That said, even if they do, as far as I know there is
no way to launch a file on the user's local machine remotely as you need to specify a directory (and you can't specify directories remotely, either).
So yeah, the ideal solution for me would be not having to download anything (let alone having to run it through
WINE) and experiencing the whole thing in my web browser in true Web 2.0 fashion.
Regards,
Yannis