I've just installed UBUNTU 12.04 for curiosity purposes. I'm a gamer and I wanted to install Brute force Save data on my comp. So i download it and it open in the Archive manager i go to run the ".exe" but encounter this message

Archive:  /home/c4/Desktop/Bruteforce_Save_Data_installer.exe
[/home/c4/Desktop/Bruteforce_Save_Data_installer.exe]
  End-of-central-directory signature not found.  Either this file is not
  a zipfile, or it constitutes one disk of a multi-part archive.  In the
  latter case the central directory and zipfile comment will be found on
  the last disk(s) of this archive.
zipinfo:  cannot find zipfile directory in one of /home/c4/Desktop/Bruteforce_Save_Data_installer.exe or
          /home/c4/Desktop/Bruteforce_Save_Data_installer.exe.zip, and cannot find /home/c4/Desktop/Bruteforce_Save_Data_installer.exe.ZIP, period.

Please help!