Hmmm... Personally, I don't think there are fonts with .exe extension. If You have .exe font to install, I strongly DO NOT recommend to do it. It is probably a .trojan application, because there are bunch of trojans, and backdoor-trojans and things like that attached to downloaded content from Internet. Have You downloaded font from Internet ? And do You have antivirus software? Please, do a scan-file if You do.
You can help the HubPages community highlight top quality content by ranking this answer up or down.