I'm having a problem opening my files -..

I'm having a problem opening my files …..for example if i want to download something off the internet and run it after it always opens in Textedit which is annoying…..other programs open fine which are dmg but the exe files won't run….i need help

If you are in fact running Mac OS 9 or earlier, which is from 2001 or earlier, .dmg files are disk image files like the .smi files used under Mac OS 9, but they are only Mac OS X compatible.   They are frequently used to store Mac OS X only installer disk image files.  .exe files are are Windows and MS-DOS executable files which can only run with Windows or DOS virtualization:
https://discussions.apple.com/docs/DOC-2741
Most Mac OS 9 programs you'll be able to download either have a .sea, .sit, or .hqx suffix in their file name and are able to be opened with the old Mac OS 9 copy of Stuffit Expander.
If you are using another operating system, please go to Apple menu -> About this Mac and tell us what you are running.  You posted to the Mac OS 9 forum, hence my response.    If there is an X in the name, you posted to the wrong forum, and I'll have this post redirected and try to answer if I have time.

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