Can't open .exe files

[satyr409]

Whenever I try to open an .exe it always asks what program I want to open it with. How can I open it, or if I can't I would like to know how to get kazaa going.

[Markus]

.exe files are usually for windows, some applications run under wine.
For installing kazaa on linux look at:
http://tinyurl.com/3g4st