EXE

A .EXE file is an executable program for Windows. EXE is short for "executable" and is typically used to run programs on a computer, most of the time, games or other programs. For many Windows users, EXE files are paired together with Windows programs, making EXE one of the most recognizable file extensions yet.

Popularity
EXE files are popular for the creepypasta associated with them. Essentially, it would be a very common topic then with the name at the end. For example, a really popular one was sonic.exe.

Common .EXE Filenames

 * setup.exe = A very common name for software program installers. When the file is opened, it will start running the installation process.
 * install.exe = Another very popular name for software installers.
 * cmd.exe = The shell program used for Windows 2000 and later, replacing the shell.