not marked as executable sounds like you may need to change the permissions to allow it to be executable.. if you open a terminal and type
ls -l Setup_MagicISO.exe
it should show you the file permissions, it should look something like this:
-rw-r--r-- 1 jenni users ...
the first 4 characters are what are important for now, in the above example "-rw-" you want that to be
"-rwx" for this file I think, if that's not what it says, then do the following:
chmod 744 Setup_MagicISO.exe
and see if that fixes the problem.