Thanks joe @ tacit for your response. I am aware that an EXE file is for windows.
When I downloaded this movie, it never mentioned it being an exe file. The movie in question is " Fish Tank" After googling the possibility of converted it, I decided to trash it and download it again using a different option (source) This one is an avi which I converted to a MP4, my preference. Turned out perfect. I do have "The Unarchiver" which I never thought of trying but I will remember if the occasion should arise again. BTW, if any download contains malware, Virus Barrier alerts me immediately.