okay to be specific i am trying to install the livestream procaster on absolute linux ive downloaded it and its a .exe file when i click it a mesage comes up that says "No run action specified for files of this type (application/x-ms-dos-executable) - you can set a run action by choosing `Set Run Action' from the File menu, or you can just drag the file to an application."

The only way you can run .exe files on Linux is with Wine (not the drink!). Look for a Linux alternative.

http://www.winehq.org/

You need to run it under wine, or if it has specific instructions on the wine wiki for the application you need to follow them. .exe files are not typically linux executable and require additional steps to execute them.

.exe indicates an MS-DOS or Windows executable. You might be able to get it to work in Linux through the WINE package, though no guarantees...

I didn't look into the program, but if you can only get a Windows/DOS version of the program, than WINE is your first starting point like the others stated.

First install wine then ether type in

wine Program.exe

or double click the icon if the distro automatically sets wine to run exe files.

If this does not work right, then your options are ether to install Windows through a Virtual Box or dual boot.

If its a DOS program, you can use DOSBOX on most cases (Though this program, I am assuming it is a windows executable). But that only handles pure dos programs. Wine can also run these programs I believe with wineconsole (Again, pure DOS only).