wine explorerfrom the command prompt and double click on some .exe installers. You might be able to double click .exes using Gnome or KDE but these are typically a little broken.
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This is the reason emulators/playonbsd is handy. Do not ever create a global wine prefix but always use playonbsd. Install each software into their own wine prefix. Easy peasy.Luckily i am not affected by the icons or menus (my DE simply doesn't support them) but boy those mimetype associations are annoying. I have a system where PDF somehow got associated with Internet Explorer... It's not like i don't have 2 native PDF readers but no, the default one obviously has to be Internet Explorer (which i think can't even handle them)...