trpnmonkey41 said:
Nope exe is a windows specific extension
You can't really convert the EXE file, since it's a compiled "binary" file that was written exclusively to Window's API structure.
Some alternatives you can do however:
Boot Camp - ~90% reliabilty - Boot Camp is a boot manager for Mac that feeds information to the windows installer to satisfy it's needs. It comes with drivers needed to run Windows XP, once installed Boot Camp allows you to choose which operating system you wish to boot up. This results in a native, true form Windows XP installation on Intel-based Macintoshes. Currently it is time-ware, it expires most likely when Leopard comes out and the details of how Leopard plans to package the Bootcamp system is unknown.
Parallels Desktop - ~80% Reliability - Loads the operating system virtually under a special layer of the currently ran OS giving simultanious access to both OS's at the same time. This is the next generation of Virtual PC software and is really cool. The downside is it has very high memory requirements to run. It also has problems running high-priority applications such as games or movies within the layered operating system.
Darwine - ~50% Reliability - Tries to convert windows executable files to an X11 standard. If you can find software that runs on it, it is pretty good. Problem is it isn't very supported.