.exe

A .exe file is a Microsoft Windows executable file that runs on Windows and OS/2, which cannot be run natively on an iMac or MacBook, but some executables can be run via Wine and it's frontends, WineBottler, CrossOver, and Wineskin. Cider and Cedega are two similar products but are marketed by TransGaming to Developers to ship Mac versions of games, rather than users to run Windows games. Serious Mac gamers have also been known to use Virtual Machine software such as Parallels Desktop, VMWare Fusion, and Oracle VirtualBox to run Windows games. A final option is Apple's BootcampUtility which allows you to dual-boot your Mac with Windows but has many limitations such as not being able to boot off off an external drive.