Ignore stupid answers.
First... "*.exe" is a ___DOS___ command. It indicates an EXEcutable file, and *should* run on any *compatable* system. However... Many programs are set-up so that the .exe file NEEDS a Windows environment to run.
MOST Windows only executable files have a .w** file extension.
Windows (and any other GUI) actually runs overtop of a DOS shell. Remove the DOS shell, and the computer does NOT work.
What you will have to do is find and install the specific drivers for your particular LINUX program (no two penguins are the same) that the particular program uses.
That being said, if you're trying to load MS Office on a LINUX box, you're doomed to disappointment!
Now, to istall Java and it's libraries on your system, either go to the IBM website and download it, or, insert the CD with it on it into your drive, and install from there.
Unfortunately, Red Hat is the only one that seemed to try to mimic the XP feel. Draw backs are that it is several years old, and that it is NOT freeware.
However, I can tell you that Windows 95 is no longer supported or licened by Microslut, so you can download a perfectly legal pirated copy from anywhere. I say perfectly legal and pirated, because the license is expired, but you're not receiving an original copy of the OS. If it hasn't yet, '98 will soon be in the same boat. Otherwise, you can probably find a *legal* copy of XP Home for under a "C" note somewhere.