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At least one class of virus or worm has been around for over ten years and will make it appear as if files on external drives have been changed to .EXE files.
In some easy cases, a changed extension is all that happens. That virus/worm group only wants to create as much havoc as it can. Once the system is cleaned, extensions can be changed back safely.
In other cases, existing files are changed to be 'hidden' and new executables with the same file name are created that spread the infection. This tends to work well because Windows tends to hide extensions by default.
In still other cases, the original files might actually be deleted and replaced with infectious executables. There might be no recovery of the files possible in those cases except from backups.
In those last two groups of cases, file icons are usually changed to be the same as the original files. That makes it likely that clicking on them will cause more trouble without making them look obvious.
There are various steps to take depending on the anti-virus vendor you choose. There is usually very little or nothing that can be done without assistance of an AV program such as from Kaspersky, Symantec, Mcafee, etc., and often also with help through the AV vendor's user forums.