Thanks for coming to ITKE.
A .EXE file is an executable file not a souirce file.
You RUN an EXE not Ooen it.- (t may have been the wrong synax that he was using. Since if you try to Open it you will be prompted to run the problem not get an association error.-Ramsey)
If you do a google search for .exe, you will get more than enough information to answer your question.