You can just specify the executable in the run script task, so if it's an executable that' s local to the target server, put something like this in the "run this script" pane:
C:\TEMP\executable.exe
Or if it's an executable on the Altiris Server, then configure the Run Script task to run as a domain user and put something like this in the "run this script" pane:
\\%DSSERVER%\express\executable.exe
If it's the last thing in the "Run this script" pane, then the result from the executable will be the result reported by the task.