.exe don't need installation AFAIK. Just double-click , but run various type of scans on the file a priori (antivirus, adware, spyware... you know the drill.)
.exe are a rather dangerous bunch if gotten via P2P (not only, but especially).
.rar is a compression format (much like .zip) and you need to "unzip" (or "unrar" it, but it doesn't sound right, now does it?). This link leads to a unraring (bleh) application that is apparently free. I have no idea whatsoever if it's any good or not 'cause I don't use Windows.
.bin should also need only double-clicking to open. (At least that's as "troublesome" as it can get in Mac OS X...). All of those filetypes need careful scanning before opening as the may contain various malware.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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