(1) exe file are PC related: disgard them

(2) stuffit files can be uncompressed by double-clicking on it : it will launch StuffitExpander which decompress it.
StuffitExpander is part of Panther OS but not Tiger; if Tiger, you must download the free StuffitExpander from Allume: http://www.allume.com/mac/index.html
Sometimes, after unstuffing files, you obtain a .dmg file: this a Mac image; double-click to mount it to the Desktop; you'll see like a mini hardrive; browse in it to find the installer or the file to drag-n-drop to your Applications directory

(3) and I do not how to chat through LW

Phil