automatic installation

This is a windows file extention and likely a program for windows....do you have wine installed?

if so try opening this file with wine from a terminal
wine ~/Desktop/steam/steam.exe

if not install wine and give it a try...from a terminal
sudo apt-get install wine

Then try step one again.

thanks for quick response

am very new to ubuntu and am still feeling my way around

how do i install wine?

ive foud it but it says i need root privlages

When you type "sudo apt-get install wine", it will ask you for YOUR password, so you can run the command as root.
When you installed wine, you can either double-click on the .exe file you want to run, or type in a terminal "wine /home/martin/desktop/steam/steam.exe".

Full wine instructions available at : https://help.ubuntu.com/community/Wine
Instructions how to use sudo: https://help.ubuntu.com/community/RootSudo

Is there a help file for wine? Frank's corner does not give enough help . Is there a possible file for help such as ubuntu. That waqs very helpful

Yes.. Take a look at this page.. http://www.winehq.org/site/documentation
Documentation page for wine.. Hope it helps,
Cheers..