Problem downloading program help

[tmz]

I've tried downloading a couple games and other programs. Sometimes they say this is not a ppc application, but it says it's a appliaction.exe file.

Where I'm getting these apps from, is like freeware for pocket pc's. Sometimes their zips or cab files other times they're application.exe files.

So how do I rewrite this applicatin file?

I put my sim card in a card reader then hook it to my computer to do all my downloading. How do I change this application.exe file so it will run on a pda?

Sorry for this dumb question. I've been spoiled here at ppc geeks with all these zip files and cab files. I'm trying to learn so I dont' have to ask keep asking questions.

Any help wouldl be greatly appreciated.

Thanks T M Z