www.winehq.com
Go to the downloads section, then select the Linux system you are operating on.
Follow the setup instructions and you will soon have exe's running on your computer!
I'm about to try this with the Abe's Oddysee demo.
Took a little bit to figure out that I had to right click on the .exe
and select open with in order to run it.
EDIT: When i ran the abeodd.exe program, I had to extract stuff into a
file, so I told it to extract it to my Desktop. For some reason it didn't seem
to work so I'm going to try to make a folder for it and see if that works.
EDIT (Again...): When I had it extract the program crap into the file, it
stated that it was working. But when I opened up the file, I got nothing.
I clicked on show hidden files and still got nothing, Anybody have a possible solution to this?