Why doesn’t Linux have an exe file?

To install a new program I have to type MAKE this and MAKE that like 3 times and wait for the thing to compile and it doesn’t even place a shortcut on the desktop so I have to searching for it. Would it be too much to ask for an exe (or something along those lines) so that I wouldn’t have to waste my time installing the simplest of applications? Do Linux geeks purposely keep this crap command line only to feel smarter?

eee pc running on linux question?

I have an EEE PC laptop running on Linux .
I have no clue how to download anything , and find it open it , and make it work.
Had this laptop for a year and still don’t know how.
Its telling to upgrade my browser and takes me to this.

http://www.mozilla.com/en-US/?from=sfx&uid=267821&t=449

How do I download this?

My Linux desktop looks like this.
I think this is crap, so getting rid of this laptop soon.

http://cdnn.files.wordpress.com/2008/12/eeepc.jpg

Basicly run .exe files with out have ing to do a whole bunch of crap

just like have to double click on the downloaded file saved to your desktop?

PLEASE hELP!

I want to start my very own website but like many of us, am short on cash. I understand if you want the good stuff, you should be ready to pony up the cash. All I want is a host company that has at least 2 databases, php, at least able to point to 2 domains, phpmyadmin (not really that necessary but desired), decent storage and bandwidth. I don’t really know what is the norm. Oh, yeah linux based. None of that windows crap for me thank you very much.

On a slightly off topic, it’s funny that I’ve been developing many sites for other people but am pretty naive when it comes to hosting. Personally, I want to have one site for a wordpress blog (who doesn’t these day, huh?) and another for a web application I want to build. Initially it will be more for testing purposes so that I can become familiar with symfony. From my digging around Bluehost seems good. Anyway, that’s my story so I hope those with more experience can help me out. And I BETTER not see any referrals on those links.