how to run a setup file ?

hi . i downloaded a setup file for a game ( scrabble from yahoo games) today . but the thing is that the file has somehow been downloaded without an extension!...so when i click on it the "Open With" dilouge box opens and windows asks which program i want to open the file with.
i know one solution is that i download the file again. but what if it happenes again ? my question is , is there a program in windows which i can select through " open with " dilogue box to run the file ?

 

Before you do this, make clear that you absolutely sure this is a legit program and not a virus and that you have downloaded this from a trusted site. Click on the file once, hit F2 (or right click rename) and add .exe extension and then see if you can run it.