Yesterday my father was visiting and wanted to show me a CD about Australia. I first thought there were some images or videos on it but it was a MS-Windows .exe file. :-(
I knew I installed wine some month ago. So I just clicked on the file and entered "wine" when KDE was asking for the application with which I wanted to open this file. Really deeply impressed we could navigate through the whole program including animations, music, text, etc.
Kudos to the wine developers. Great work!
Finally I added wine as standard application for .exe files to the file association dialog in KDE4 systemsettings and now I can run .exe files with a simple mouseclick. I'm delighted to see how flexible Linux has become these days.