Is there a specific program for it when using LInux? I'm using Mandrake 9.1 by the way.

very very short answer: wine
search LQ for a lot threads with people having probs etc.
why would anyone want to run a windoze executable anyway?

or you could try vmware, no free software though

You will need a Windows operating system, wine, or win4lin.

CrossOver Office is a product that will allow some Windows programs to run under Linux. I use it to run Word 97 and Excel 97 under Red Hat Linux 9. Both programs work great under Linux. Not all versions of Word or Excel will work under Crossover Office. They claim that Word 2000, Word 97, Excel, 2000 and Excel 97 work best. The XP versions work, but not quite as well yet. In the future those will most likely also be supported just as well.

Crossover Office is in some way related to Wine. Wine is free and is already part of most Linux distros. Crossover Office is made by CodeWeavers and is not free and costs about $50.

I have tried running a few other Windows programs under Crossover Office and sometimes they work great and sometimes they do run at all or have problems. There is only a short list of programs that the company will "officially" claim can be run.

Crossover Office seems to primarily be designed to run the kind of programs that get "installed" into Windows. However, I in one case I wanted to run a simple .exe program that is not designed to be "installed." I did manage to start that .exe program from the command line. I was surprised that I managed to do that considering how little I know about Wine. That particular .exe program designed for Windows runs quite well.

Until you know what you're doing with Linux more, I'd buy CrossOver. It's a version of wine made easy and with a bunch of hacks to make some apps work better. It won't run games though, for that you need either normal WineHQ or WineX. All 3 can be installed at once without interfering.