Since you're talking about .exe files, it's probably safe to assume that you're on a Windows server.
Be aware that most webservers installed as an NT service aren't given permission to "interact with the desktop" by default. This means that if you attempt to launch a program such as Solitaire via a PHP script, you will never see it. If you look in the process list, you'll note that "sol.exe" is indeed running, but the Solitaire window never appears. This is because the Apache/IIS/whatever process didn't have permission to "interact" with the desktop and create the window.
Long story short: If you are running processes behind-the-scenes, that's fine. If not, you'll have to go into the Services MMC (located in Administrative Tools in the Control Panel), go to the properties of your webserver's service, and check the box on the Log On tab labeled "Allow service to interact with the desktop" (or something along those lines).
