|Did you quote the error message exactly ?|
E.g. it would more likely be ".exe file is missing.",
and there may be both a title to the message window and text in the window
You got that message when you tried to open what file ?
Is the problem file on a flash drive, or on memory card in a external card reader, or an external hard drive ?
Troubleshooting USB device problems including for flash drives, external drives, external memory card readers.
See Response 1: