How to run an .exe program on mac?

Ok, I have a R4 thing for the NDS and I need to patch a file called _DS_MENU.DAT using this patching thing (its called Patch.exe) but as I am on Mac I cant use exe files.

I have tried using Cross Over but it does nothing when I try to open the file. Do any of you know a way I can run the program (for free)???