If you’re using .exe as a CGI file type, you cannot download .exe files as executables.
One solution to this problem is to compress the executable files that you want users to be able to download, so that the extension is not .exe. This solution has the added benefit of making the download time shorter.
Another possible solution is to remove .exe as a file extension from the magnus-internal/cgi type and add it instead to the application/octet-stream type (the MIME type for normal downloadable files). You can do this through the Server Manager, by choosing the Server Preferences tab and clicking the MIME Types link. However, the disadvantage to this method is that after making this change you cannot use .exe files as CGI programs.
Another solution is to edit your server’s obj.conf file to set up a download directory, where any file in the directory is downloaded automatically. The rest of the server will not be affected.