wine users - Sep 2010 - I don't know where to look to figure this out

I am trying to install Command & Conquer Tiberian Wars and I get this
message.

> The file '/media/floppy0/setup.exe' is not marked as executable. 
If this was downloaded or copied form an untrusted source, it may be dangerous
to run.  For more details, read about the executable bit.

I am using Linux Mint, which is basically Ubuntu.

Open the file properties, pick the permissions tab, set the
"executable" flag on. Or run from the termina. :)