There were no question marks in your post, so I'm not sure you actually were asking a question. But I assume you want to know if you can download an EXE file onto your phone. Yes. Yes you can.
I've tried with the built in browser ond Opera mini, but neither have worked.
Opera gives me an error that says something about a tunnel error. And the browser says that it doesn't recognize the file type so it won't download. Am I missing something
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Got it! Instead of saving it I told Opera to open it, which kicked me to the bb browser. Then it told me it couldn't be opened and asked if I wanted to save it!
Yay me! LOL
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