Thanks for the suggestions. A few things to check out.
Personally if someone showed up and wanted to run an executable on my computer, they'd be shown the door.
I find it strange, too. But it is a compulsory component of a competition I'm entering - "Final output must be as an executable file (.EXE) and burnt to CD/DVD."
The reason that I'm asking for some suggestions is that I downloaded a training video from one of the programs (also in .exe format and I assumed produced on their software). My antivirus software started flashing red lights about a trojan virus. Hmmm.
Huh. I honestly never considered the angle that they might want
it that way. Judging by your experience with their content, they live dangerously.