It was a joke. He was referring to using native code: a binary executable running on the local machine, instead of a web app.

I'll remember that one for the next party I'm at!

As a programmer, Allen was famous for often going straight to machine code to get maximum performance. Long after Microsoft moved to mostly using higher level languages for development, Allen continued to write tons of machine code. It was a lost art 20 years ago, that much more so now in the days of throw-away computing power.