microsoft windows applications are not supported on os x?

[TheGuyNumber4]

Windows applications are ".exe" files, also called "Executables", Mac OS X applications are ".app" files, AKA "Applications". Mac OS X will not run executables, and Windows will not run applications, the only work around for OS X is to download "Wine", or "WineBottler", which allows OS X to run executables, but sometimes it won't work anyways, and depending on which route you take for installing Wine, can take anywhere from 10 minutes to 5+ hours. Or you can install Windows by getting a install DVD and running it with BootCamp inside OS X. Windows cannot run OS X applications unless you "Hackintosh" your PC, which is a very long and annoying process. And more than half the time doesn't work at all.

A better video/music downloading/converting software would be MP3Rocket, crazy fast downloads, but you need Wine. If you do decide to go the Wine way, try WineBottler, it's easy to use. Just select your installer executable and press go. It'll "Bottle" it and create a .app to use on your Mac OS X, then you install it.