As stated by Luke you need to use a server side language, like php.
This is a really simple php example:
<?php
if ($_GET['run']) {
# This code will run if ?run=true is set.
exec("/path/to/name.sh");
}
?>
<!-- This link will add ?run=true to your URL, myfilename.php?run=true -->
<a href="https://stackoverflow.com/questions/6235785/?run=true">Click Me!</a>
Save this as myfilename.php
and place it on a machine with a web server with php installed. The same thing can be accomplished with asp, java, ruby, python, …