.exe is also a self extracting archive. It looks like your trying to get wireless going using the linuxant driverloader. If your windows driver is the .exe file, try this:
make a new directory and copy the .exe file into it. cd into the directory and run "unzip foo.exe" (no quotation marks, and substitute foo for your file name).
Some more reading on .exe
To get to the dldrinstall.run from the command line, try this
then type in 'sh dldrinstall.run'