[Wine] Can't install a program...

[great34]

Hi, I got Wine recently (I'm a newbie on Linux, running with Ubuntu), and I tried to install "Faststone viewer", and got this... "The file '/home/great34/Downloads/FSViewerSetup42.exe' is not marked as executable.  If this was downloaded or copied from an untrusted source, it may be dangerous to run.  For more details, read about the executable bit".  What do I need now?

Thank you, 
Mike