I am testing downloading it right now in Windows 7 and Windows 8.
On Windows 7 and with Chrome and it shows the file with a .exe
extension.
And on Windows 8 with IE it prompts to save as type *.exe
Once downloaded you should be able to just double-click to run it. You may also have to right-click and select Run as Administrator
to get it to install. You should not have to rename it or add an extension.
I will update this answer when it finishes downloading.