While I repacking all the games to self-extracting archives for windows users, I doesn't forgot about linux users. You still may rename the EXE file to ZIP and extract content manually. Same thing is for windows users who doesn't trust self-extracting archives. Just rename file extension to ZIP and open / extract it with your favorite extractor. Many of them already recognize header and open file without problems. Still I recommending using some sort of file manager other than explorer. I believe that most users know about
Total Commander or Altap Salamander
But if not, try one of these two. They have compressing / decompressing tools inside and many more functions to play with. Just be sure that you don't delete something important :-D These tools are prety powerful and you may delete even system files if you aren't careful.