How do I get propel accelerator to execute in linux. I downloaded the setup.exe but don't know how to open it to get it to work. In general how can I download any executeble files in linux.

Normally, executables that are made for another OS aren't going to work on Linux. The "setup.exe" leads me to believe this is the situation. However, to answer your question (if this is indeed a linux application):
Open up a terminal, and change to the directory containing the file in question. Then:
chmod 777 filename.exe
And then execute it with:
./filename.exe
Where filename is of course the name of the file you want to execute. For software that's made to work for Linux (usually) check out either your distro's install CD's, your distro's FTP, and/or www.freshmeat.net

Cool

In Linux, there is no such thing as a .exe. Thats one of the things that makes Linux so good. Linux programs are installed as either a package (RPMS or DEBS) or you can compile them from source code. I'm not familiar with the program you mentioned, but it sounds to me like a Windows program. Windows programs don't work under Linux unless you have installed a Windows emulator like WINE or Crossover Office.
It sounds to me like you should probably spend a bit of time studying up on the basics of how Linux works. I might recommend "Linux for Dummies". I found it to be a good way to begin learning about Linux.
Good Luck.