.exe files are Microsoft operating system executable programs. Some though are compressed data archives with the .zip format which Stuffit Expander can open. If Stuffit Expander can't open the file, you need a PC emulator to open those programs. PC emulators include:
In many cases though you may be able to find a Mac OS equivalent application in http://guide.apple.com/ http://www.versiontracker.com/ or http://www.macupdate.com/ that will run better natively on the Mac and still be able to read the same kind of documents.
http://www.dataviz.com/ sells a document translator program that takes PC formatted word processing, spreadsheet, and some database files and converts them to Mac compatible program formats called Maclinkplus.
http://www.macwindows.com/ offers many tips on networking PCs and Macs and virtual private networks that are crossplatform.
Apple has this nice guide on moving your data to the Mac from the PC:
Additional Macintosh software search engines are listed on http://www.macmaps.com/macosxnative.html
As of March 23, 2005:
For people using Folding @ Home program, it appears a fahcore.exe file will run on your Mac. That is poor naming convention on Folding @ Home's part. If you see this file in your process viewer, it is from Folding @ Home. Suggest if you do use their product to ask them to name their program something different.
Disclaimer: Reference to links I make to my Macmaps.com website are a for your information only type reference. I do not get any profit from this page, and it is open to the public. I have no affiliation to any of the other links on this page.