i use this works fine 4 me on my mac
http://www.apple.com/downloads/macosx/system_disk_utilities/theunarchiver.html
just download ^ that program its free and it extracts rar's just like on a PC
he never asked about unpacking anything, which mac will do anyways. he asked about opening an .exe which is a windows executable file and cannot be opened on a mac.
dont fuck up your mac with windows man, take it to your friends house and do it there.