how to open .exe files?

Windows OS (install using BootCamp or Parallels)

Or CrossOver

Here's my FAQ* on opening .EXE files:
http://www.macmaps.com/macosxnative.html#WINTEL

Crossover is very limited in its support of .EXE files. You are better off with Parallels or Boot Camp.

* Links to my page may give me compensation.

Crossover does not support .Net software so any apps that run it will not run on that

I found it had trouble with Yahoo Messenger as well.

What they are all trying to tell you is that an .exe file is a windoze executable file (an application) that will not open or run on a Mac unless you have windoze running on your Mac either via boot Camp, Parallels or some other emulator.

Sometimes you can open EXE files without Windows on Boot Camp/Parallels with Windows or Crossover.....

If the EXE file is not really an application but rather a container for photos (slide shows / screen savers), a "self playing" Flash presentation or game, a zip archive or a CAB file (which is a Windows only way of compressing files used for Pocket PC apps or Word templates ).

File Juicer [shameless plug: I am the developer] can search inside the EXE file and look for images, flash, text, zip or cab files and recover them (if they are not encrypted), while it ignores the Windows only EXE stuff.
Originally I made it for opening PPS slide shows, but it can do the search in any file type including EXE files.

iMac Core Duo Mac OS X (10.4.8) Mac developer since Mac OS 7

Powerbook G4

Powerbook G4