Creating, launching, and destroying a temporary file

I have been looking for information on how to "launch a temporary file". What I mean by that is I want to create functionality similar to opening an attachment in Outlook where the user doesn't have to care about where the file is saved or what application to use to open it. The file is saved as a temporary file, the right application launches it, and when the application closes, it removes the file. Does anyone know how to do this? I am assuming that it's going to take several calls to the Windows API. Or is there a single .NET Framework call that can do this all at once? I can do this as an API call (need the DLL name and function name and parameter signature), or as a custom coded DLL using either VB, VB.NET or C#.NET. Any help would be appreciated.