KDE-Forum.org

Hi folks, I'm completely new to Linux and need a little help with .exe files. I've navigated to where the file is stored, checked that the permissions are correct and set as an executable but I don't know where to go from there. I've tried ./filename.exe and in the console it tells me that a bad argument has been received but gives no further explanation. Where am I going wrong. I have no previous experience of KDE et al so any help would be appreciated.