Is there any way to create a link to a SETUP.EXE file so a user can download the SETUP.EXE to their PC from their Browser?

I created a href="setup.exe" link so this file could be downloaded. But what happens is the browser returns with a CGI error.

However, href="setup.zip" works fine, but I would rather have our users donwload a EXE. I don't want our users to have to unzip a file, ect...

Can this be done with another HTML tag?

Thanks,

Jerry Tovar