Silverlight 3 provides your users with a way to access your application right from the desktop. They don't need to access it through the browser.
Chris Koenig wrote a blog posting that describes how you can provide a desktop experience for your application Silverlight 3 Out-of-Browser Support. He shows you how to create an application, explains the required settings in the Deployment.ApplicationIdentity node, and then installs the application locally.
Silverlight 3 is currently in beta for developers. For more information about how you can use the features in Silverlight 3, see Welcome to the Silverlight 3 Beta. You will find the tools so you can get started with your application.
You can test drive the developer runtime of Silverlight 3 Beta today for Windows and Macintosh. Developer documentation for Silverlight 3 API is on MSDN.
You can get summary of features in an eBook, First Look: Microsoft Silverlight 3. And keep up to date with Tim Heuer, Jesse Liberty and Laurence Moroney as they provide more Silverlight 3 Beta details for developers.