Almost all exe files I've been sent by friends etc haven't been worth the trouble of running virtual pc or even copying the files to a disc to check them out on a windows based pc. I can't remember how many times I've received stupid dancing babies or some equally annoying little application packaged as exe. Actual application installers etc are obviously exempt from my overly dramatic anti exe statement. This clear up the intention of my post Faos?
If it is an EXE file, you cannot open it directly on a Mac. You can open it using Virtual PC for Macintiosh which allows you to run Windows on the Mac desktop. EXE files are executable Windows-based files and cannot be run directly with Mac OS. I'm assuming if it is for a plug-in that the EXE is most likely an install file. In that case, you probably won't be able to use it on the Mac anyway. Sorry.
it might be a zip or rar exe file. i would sent the file to one of your pc buddies and have them first run it through an anti-virus and then run the exe. then they can rezip it and send it back to you. osx can handle zip files. hope this helps