NEWBIE having trouble opening program with G4

I just purchased a used G4 with Tiger and I love it but I don't know much about MACS - I downloaded the program off of the internet, and the exe file sits on my desktop. When I double click on it, it asks me to choose an application...the thing is that I don't know what app to open it in because the exe file is not one of the highlighted choices....I have no idea where to put this file so the program will open and upload into the computer. Am I stupid or what?! (Okay, don't throw your IBM's at me)....I'm trying to jump the fence here to a real computer. Any suggestions: [email protected]
thanks deano

I really don't know the prfix...I just picked the first one...this computer was purchased new back in July of 2005 I was told.

macs dont run exe files. that is a windows only file system.

welcome to the mac comunity. dont be discouraged however, as there are a great many programs to be had for your mac! head over to apple.com and go to the download section to browse away. or if you want a good general list of stuff to get you going pm me, i recently converted to mac fulltime myself and have amassed what i believe the best allaround group of programs for a former windows user.