BleepingComputer.com: setup exe

you know when you download some thing
like say a patch for a game it will be .exe
well with some of them you can unpack it with winrar but some you cant
is there any program that will unpack them becasue i need to do some thing with a setup exe

It depends entirely on how the setup.exe file was created. Some, like you said, can be opened by Winrar. This is because the setup.exe file is actually a self-extracting archive which extracts the real setup.exe and then runs it. Most setup.exe files, however, either don't do this or they use a proprietary format, or they may use the WISE installer framework included with Windows (or another framework altogether.)

Thus, there is no single "universal" unpacker for setup.exe files as there is no "universal" format for creating them.

so you saying that it cant be opened any way at all
only the self-extracting archive ones?

In effect, yes. All setup.exe files contain that which is installed upon your computer when run. What is different among them is that they don't go about it the same way. Some use self-extracting archives (which WinRAR recognizes as such), some use self extracting archives which WinRAR doesn't recognize and still others use different methods.

Additionally, many companies intentionally make it difficult to access the contents of their installers in any way other than executing them.

So, yeah, I'm afraid you're SOL.