well
i think he has misunderstood things
means may be he clicked on some file then the OS pop up a box to choose program and he thinks that to open in any program the file should be in *.exe format.
is that so (what he understood)?
or i mis understood it
an yway i think to be change to *.exe there are many soft for it and i dont feel like ok txt file need to be changed to *.exe (i have not used such soft..)
people usually change animation(avi,...to exe)
and some time zipped files making self excutable files...