You can use wine on .exe's just fine, you don't need an installer. Either plain old Wine or Crossover Mac should do nicely. See http://wiki.winehq.org/MacOSX/Installing for plain wine, and http://www.codeweavers.com/products/cxmac/ for Crossover Mac. Doesn't really matter which one you try first... Crossover will probably be easier for less-technical users.
