EXE files not opening

I use Windows XP via boot camp on an Intel Imac and recently the exe files do not open
I have downloaded my antivitirus upgrade and cannot get it to open it just flashes with the timer for a few seconds and then nothing happens.I have downloaded it a few times but it will not open.I normaly use int explorer but even that is playing up as it states the cookies are being rejected. Help please
 
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