Well, an .exe file is never going to work on Windows. (Well, ok, actually, under Wine or an emulator... but there's no sane reason for doing that!). I have no idea what you mean by "a response file" either.
I'm afraid you haven't explained what you have tried, what documentation you've followed or what the problem is. Worse, you haven't even told us what you are trying to install! This is a bit like ringing a doctor and saying "I feel ill" and expecting them to cure you with a single prescription...
Could you explain what you are trying to install and where you are stuck?
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