Hello tpmobley,
This is not currently a feature supported (we take actions for you that run like a script, but don't allow you to run your own scripts), but you can vote on the feature request here:
Active Reponse Option to Execute Script/Program
You can read more about available Active Responses here:
Using the Computer-based Active Response - SolarWinds Worldwide, LLC. Help and Support
And in the User Guide:
https://support.solarwinds.com/@api/deki/files/26478/LEM-6-3UserGuide.pdf