[ubuntu-uk] Running .exe's off a CD?

[Liam Wilson]

Hey everyone,
I just bought a couple of windows games on CD, and I installed wine and
such, but I can't actually execute them.
On double clicking them, I get the message:

"The file '/media/RCT2/Setup.exe' is not marked as executable.  If this was
downloaded or copied form an untrusted source, it may be dangerous to run.
 For more details, read about the executable bit."

Thing is, I can't mark it as executable, as it's on a CD, so now, 2 things:

1) Why am I being blocked from running .exe's on my computer?
2) How do I work around this?

Thanks greatly in advance:
Liam :)
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