What is the best way to run .exe files on my mac?

What is the best way to run .exe files on my mac? I need to run some updates for my john deere gps and the downloads i get can only be run on windows.

There are several options for running Windows software (*.exe files) on a Mac, depending what your program is, how often you use it, and your personal preferences.
One way that does not require Windows is an open source effort called WINE.  Check out winehq.org.  You may find that that's all you need for your programs.  There is also a commercial effort that has grown from WINE, and you will find info about it on the site mentioned.  These DO NOT require that you have and install Windows.
If you want to run sessions devoted only to Windows software, and want programs to run as fast as they do on a PC, the Apple's Bootcamp program is useful.  With it you dedicate a partition on your hard disk to windows, and on startup choose to either boot into OS X or Windows.  Each runs without any connection to the other.  This requires you have a copy of the Windows software as well as the applications you want to run. 
If you want to be able to easily exchange data between your Windows and Mac programs, and skip back and forth between the two, there are several emulators available that run on Mac OS X and create a Windows environment where many Windows programs can operate along side Mac programs.  Parallels and VMwear are two comercial packages available for purchase and Virtual Box is an open source effort available for free.  Google will find all three for you.
My only experience is with Virtual Box.  It is slow and a bit clunky, but it is free and meets my needs for the very few "just got to have" windows programs I sometimes use.
Google is your friend on this and can provide a lot more, and better, information than I can.
Best of luck,
Ray

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