Why would you run a .exe from an unknown source? If you haven't already done so make sure file extensions are viewable,
View tab ... Under "Hidden files and folders" make sure "hide extensions for known file types" is unchecked.
For the record movie and image files are data files and the chance of getting a virus from them are about none. Generally speaking they are never packaged as .exe's but it's certainly possible. There's only one exploit for actually image files that I'm aware of and that was patched years ago. It pertained to the exif data where malicious code could be injected and it effected a lot of software other than windows.