Hello frenz...I know m a bit too late to answer this but doing so just because I found it really easy. Well, there is a software called winebottler for mac, you just need to install that in your mac and then simply open your .exe file with wine by right clicking and "open with". Once wine opens up you can select the appropriate options and click okay and your executable file would be converted to mac file which can be readily executed on mac.
Thanks & regards
Apple computers running MacOSx are unable to execute .exe files. If you had a problem with an important exe you really need to open you could buy VMWare Fusion, this will allow you to install Windows on a Virtual Drive and run it from there.
Another posability is to create another partition and run Windows in a dual boot environment, this is the best way to go if you are doing resourse hungry things such as Video Editing.
If you want to open .exe files on a mac, there are ways to do it. Try darwine http://darwine.sourceforge.net/download.php or a PC emulator, there not perfect, unless your willing to pay a bit of money, but they do work for just running setups. Although if you are just trying to install msn, i'd just go to the website, and download the mac version, cause I know they do make one. But if you evr have an .exe program that doesn't have a mac version to go with it, try some of the sites I mentioned above.
you can download windows rc on a dvd and install windows via bootcamp. ive tried darwine but was unsuccessful. you may also download exe files and put them on external drives (cd's, jumpdrives, etc.)
then load them onto a computer with windows