EXE on Linux
 

Windows sucks. so i duel-booted Linux and windows and like linux's speed and stability but i don't know how to install stuff. i downloaded a NES emulator for linux and installed it so now i have emulator.exe or something like that but when i try to make it run, it asks what to run it with. how do you use .exe programs in linux?

You don't--rather, you'd need something like WINE to use them.
If you think you downloaded a Linux version and got an EXE, you were grievously misled.

Generally speaking, you'll need either binaries or source. What distro do you use?

It'd probably be better to find a comparable Linux NES emulator, of course...

FCEUltra works just fine in Linux, though configuring it can be a bit tricky. My suggestion, however, is that you learn how to use your operating system before you try to play games on it, otherwise you're going to be posting a lot more threads like this one.

Get one of these, they are all Unix/Linux NES emulators.

And I second Magic's suggestion to learn what you are doing first. Some reading and tinkering will save you a great deal of time. You learn a *lot* more about things if you investigate them yourself instead of asking for help.

Erm, not to say asking for help should be discouraged, just that it should be a last resort when learning a new system.

Or at least ask in the appropriate place. Google is one such place, and there are probably message boards with more Linux users than Gamingforce out there.