Hi there jonliu!!!
Welcome to LinuxQuestions.org.
Short answer: Programs or drivers made for Windows won't run under Linux.
Long answer: Programs for Windows may run under Linux through wine
. This will not work for drivers though. In linux, everything is a module, so you load the correct modules to make something to run. Say, you have an scanner, so you type:
I've no idea if that would work with "modprobe <name of your card>", but I doubt it. Most likely you will need to recompile your kernel with support for that specific device or download the Linux driver somewhere. Some companies as Nvidia provides very good drivers for Linux. As I don't have such device, I won't guess anything.
A side note though: When running Nautilus, you will face a lot of that error message. When it happens, you have to associate the file with an application. Say, you want to double click in an .avi to open Xine, so you've to specify it. There should be a "File association" under the main menu >> configuration.
To make your life easier about Linux, here is a table of equivalents application for Linux:
and another one explaning how to uncompress and install Linux native programs:
Long story short, your windows drivers are useless under Linux
. And so are the applications, unless running wine or WineX
(this is optimized for games. There're plenty of alternatives as Crossover Office (non-free) as well.