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It doesn't matter what disk I use, it can not open the program. I keep getting the following error:

Archive:  /media/xxxxxxxx/INSTALL/_Setupa.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 /media/xxxxxx/INSTALL/_Setupa.exe or
          /media/xxxxxxxxx/INSTALL/, and cannot find /media/xxxxxxxxx/INSTALL/_Setupa.exe.ZIP, period.

Any ideas?

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That .exe belongs to UltraVNC?? If so, you downloaded a windows version of it. Check Ubuntu software center or – Rinzwind Aug 28 '12 at 6:54

Files with .exe extension are normally Windows executables and are designed to work on Windows. Ubuntu in general case can't run Windows executables, just as Windows can't run Linux or MacOS executables.

Some of those files are self-extracting archives - to assist you with using such files, Ubuntu can open them using the standard archive program. This explains the error you see when clicking on the file - Ubuntu thinks it's an archive and it isn't.

There is a compatibility layer, called Wine, which can be installed in Ubuntu to enable you to run Windows exe files (to some extent). After you install it, you'll be able to right-click on a file and choose Open With -> Wine program loader from the dropdown menu.

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This happens because the file you attempt to open is a Windows .exe, which means that the file format follows the PE (Portable executable) which Linux doesn't handle. Linux executables are in a file format called ELF (Executable and Linkable Format). So unless you have software in the exact file format the operating system can operate on, I doubt that you may be able to use it.

You are not completely out of luck though, as there are several compatibility layers. As Sergey mentioned Wine is a relatively mature piece of software that allows Windows executables to be run on Linux. While it succeeds most of the time, it would be wise to check its software compatibility database, to make sure that it can support the specific software you are attempting to run.

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