think it might be done by an anti-virus or other sort of "protection" program. it detects that a file being downloaded has a .exe suffix, and simply renames it to something else. as protection goes, it's pretty lame. if i were the OP, i would examine the programs on my system and look for the piece of garbage that does that, in order to "protect" my system, and remove it.
in reply to the OP, you won't get the most detailed answer available because of a couple of things;
1. the people helping you probably don't have the same software as you do on their systems, and so are somewhat unaware of the problem you're facing.
2. the way you described your problem is somewhat vague - not your fault - you're describing what you see what you know, but there are bits of the puzzle missing.
3. the people helping you are not elitist in any way, shape or form. rather the contrary. someone elitist would reply with something akin to "learn to mod" and leave it there. they wouldn't offer potential solutions to a very vague issue.
4. once you have resolved your issue, why don't you contribute to making a solution easier to find by fully documenting what you did, what happened when you did it, and how your changes helped you to overcome your issue? pay it forward, so to speak?