Above solutions are good enough... I will put that in other way..
FileFilter is an interface, it has one method with signatures as
just implement this method by providing the logic for type of the file you are looking for say .exe . Use method getName() to implement the logic.
But one more thing don't forget to check whether this fileName is really a file or its a directory.
Check API
http://docs.oracle.com/javase/6/docs/api/java/io/File.html