I suggest not accept any .exe, except is expected.
Even if people is honest, virus obviusly can steal the identity of other people, and fake "Hello, see this photo, is cool!.. pamela.jpg.exe" from your honest friend.
NEVER EVER execute something that is push to you from a random website/server.
Of course, you can request info to the admin of this server. And If you trush this people, run the file. But the trust needed to run something alike needs to be HUGE. I doubt is a good idea: delete it now.