When I clicked the .exe it pops a windows saying
"The publisher could not be verified. Do you want to run it (This file does not have a valid digital signature...)" ?
You can turn this off by right-clicking the EXE and select Properties. At the bottom of the dialog is an Unblock button - click that. I recommend you do that only for apps that you trust. This is a Windows security feature - it tracks where the file originated and if it did not come from your PC (that is, it came from the internet or even from a network drive), it will not run the app without first checking with you (and as Japser mentioned the app might not actually have been started by you and thus could be a virus).