You have 2 viable options to run you .exe files on your new Macbook. Both options are in 'beta', meaning that the software isn't finished and you may experience some problems.
The first option is to download "Parallels Desktop" -- you can get it at
http://www.parallels.com. This promises to be very convenient because you don't have to exit Mac OS to run your Windows software. Unfortunately, I have found Parallels to be too unstable for day to day use. Others have had better experiences.
The second option and the one I use, is to down load Apple's "Boot Camp" beta from
http://www.apple.com/macosx/bootcamp/. This is not as easy as Parallels because you have to actually restart your computer running Windows to run your .exe files. But it works perfectly.
In both cases you have to actually buy a copy of Windows XP so things can be a little pricey.
So if it's so complicated, why all the excitement over the Intel chip? The reason is that both Parallels and Boot Camp can run your Windows software as fast or (usually) faster than you are currently experiencing on your 'real' Windows computer. When Apple used the PowerPC chip, Windows software would run so slowly that you really didn't want to do it if you could find any other alternative.
If you have to run Windows programs for work or some other reason, then the new Intel chips are great. With the right software installed your Macbook is basically two computers in one -- a Mac OS X powerhouse and a fast Windows XP laptop.
G5-B Dual 1.8, Blackbook, PPC Mac Mini Mac OS X (10.4.6)