What application opens Windows .exe files?

I bought a Samsung SSD 840EVO 500GB for my mid-2010 MacBook Pro but can't start Data dump without a Windows application to run the .exe file to start Data Dump.  Any suggestions?

.EXE don't run oMacs
There is an application called Wine that claims to open .exe files, I know nothing about it, and it may screw up your machine. I won't even post a link, you can search it and download at your own risk.
UNDERSTAND I AM NOT RECOMMENDING THIS APPLICATION!
Only making you aware of it.

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    My E-mail: -join ('6F6C646B61726C406F75746C6F6F6B2E636F6D'-split'(?<=\G.{2})'|%{if($_){[char][int]"0x$_"}})

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    A Bayesian network is a mathematical representation of logical inference.
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