May be you ever find the problem, when you run the .exe file it will open as notepad. Now... you can find the solution here.
- You need some software from sysinternals, the name is Autoruns.zip.
- Extract anywhere you want and remember it.
- Run the "autoruns.exe" and choose Image Hijacks TAB.
- Delete all entry, but leave "c:\winnt\system32\ntsd.exe" entry.
- Then try run your .exe file again. It will works like normal.
If you can't do a right click at desktop or at windows explorer, you can do this step to resolved the problem.
- Go to Run –> gpedit.msc –> User Configuration –> Administrative Templates –> Windows Components –> Windows Explorer.
- In the right hand pane, find "Windows Explorer’s default context menu", open its properties by double clicking it.
- If it’s enabled or not configured, disable it and your context menu will be back as soon as you apply this policy.