In Silverlight 2.0, you will not have that luck.
In Silverlight 3.0 (currently in beta), however, support for browser capabilities has been added , which means that you can download and run Silverlight applications from your desktop.
The Silverlight platform as a whole is cross-platform, so the external (desktop) applications in Silverlight 3.0 will be exactly the same.
Quote from Whats New in Silverlight 3 Beta? release page section: