[harmax]

FIRST , welcome to the world of LINUX where u wont find setup or install files for 99.99% of the softwares.
and the satisfaction u gain by compiling , installing an app the hard way and to get it running is IMMENSE , which i hope ull soon find out

please be clear on what u want to install

and by mentioning about exe files ,if u have meant those that work with windows then there is no way u can install them on ur linux machine. look for .bin or rpm file alternatives for ur fav software which u may find on the linux section of digit DVD or on the net

if u have yum installed the job is easy

for help on yum see the opensouurce stickies