I have just instaled linux for the very first time and my mate said a lot of games work on it. when i try tin open setup .exe on a game or any thin it has this error. sometimes end different depending on program Nautilus has no installed viewer capable of displaying "/mnt/cdrom1/setup.exe".
1st of all redhat linux 9.0 is like 5 years old, get Fedora 3, then .exe files are 32-bit windows apps not linux apps, you will need to either install rpm files or compile from source, if u need windows apps get wine from www.winehq.com