Your terminology is a bit confusing, but let's see if we can straighten this out:
1. You say you download TV shows, but they come down as "exe" file, yet later a dialog box identifies the file as a "mov" file, not a "exe" file.
2. Once ordered from the iTunes Store, any TV show, such as the 11th episode of Season 3 of Cougar Town would come down as a "m4v" file and play in Quicktime without any problem.
3. There are transcoding programs that could change your download to one that is consistent with Quicktime, but:
4. I must conclude that you have not purchased this show from iTunes for $2.99 nor have you digitized it yourself from its telecast on ABC (starting with Season 4, you must subscribe to the TBS Cable channel to watch this show); in other words you have pirated this show off of the internet.
Network quality prime-time television shows are premium efforts that require the combinations of skills of many talented people in Hollywood. If you are not willing to pay $2.99 to help compensate all of these people for their efforts, then I am afraid that I am not willing to help you in this effort.
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When these downloads infect your computer with virus' we will not help you straighten that problem out either!