samba - Nov 1998 - Need help with 'Cannot find setup.exe Windows needs this file to run setup.exe.' Error

I am getting this error when I try to execute a WIN32 program from a Samba
file system.

The file had been on a CDRom, I copied it to the Samba file system and
tried to run it there but I get this error.  The program runs fine from the
CD.

Any suggestions?