Windows XP cannot open and run downloaded .exe files

Hello,
I'm having a bad situation goin on, Windows Xp wont open downloaded .exe files (like flash player instaler, various add-ons instalers such as computer run timer and so on). I had this problem for a while now. Its on Mozzila firefox browser, which is up to date, there is no viruses affecting instalation as far as AVG knows, just ran a whole computer scan and no threats. So thats it, give your best on thins one guys, I apprechiate it.