Hiby also probably doesn't like .exe files because of how many viruses come packaged that way, but
Darwine is supposed to allow .exe and other native Windows files to open on a Mac, at least certain ones anyway. But I have never used it so no idea if it works, but there are other .exe wrappers as well to let Mac users run them, but again I haven't used any and some only work with intel based Macs.