How can I open an EXE file on a Mac?

I use a Macintosh. It says

The document "NAV80TRY.EXE" could not be opened, because the application program that created it could not be found.

You can convert exe file to mac .app file through some tools like macpack or also use bootcamp software on Mac for running exe file, it is better and faster than using Virtual PC. Right now it is on R & D stage.link for macpack