How do you play EXE. games?
 

I downloaded a game which was an exe. file and when i clicked launch limewire said it would not launch this file for security reasons. I tryed to run the file with Run and it said i needed to unzip them so i used WinZip to do that. Now i dont know what to do with these hundreds of files i have stored on WinZip and i cant play my game. If there is anyone out there who knows anything about this problem then please help because i am usless!