I primarily
use Vista, but am tooling around with Ubuntu and I can tell you that
this seems to be a really informative group. Open source also has a
lot of supporters and developers ready to help.

Second, it seems to me that you are trying to run a Windows file (the
".exe" file) in Ubuntu. I think the first thing you should do is see
if there is a Linux version of it. If not, then install a program like
WINE, which allows certain Windows filetypes to be run under Linux.