Webalizer Stats

Not strictly a PHP question (I dont think) But PHP developers should have the answer.

I'm running Apache on a WinXP box, with PHP ans MySQL installed.
When I try to access webalyzer.exe from my browser, it opens the 'download file' dialog, rather than executing the exe and sending me the output.

How do I fix this? The webalizer documentation doesn't mention this.

Thanks

Have you set the permissions on the folder that its contained in to "Execute"?

How can I do that in WinXP?
Is it in the apache settings script?