[Wine] Installing from a CD

[scyntax]

Trying to install astronomy software by right-clicking on exe file and selecting "open with wine windows program loader". this causes the following error:

The file '/media/10 09 2008/Windows/setup.exe' is not marked as executable.  If this was downloaded or copied form an untrusted source, it may be dangerous to run.  For more details, read about the executable bit.

I am unable to change the bit because this is a cd file. what do i need to do to install this program?

Thank you.