Ensure "File name extensions" is checked in your View settings. If the file is actually an .exe , .bat , or .vbs , delete it immediately.
If you are trying to download or understand this specific file, 1. Identify the Source Before clicking "Download," check where the link came from:
Used by games or applications to save personal settings.
Right-click the file and select "Get Info" to see the "Kind" of file. 3. Scan for Malware