You shouldn't downld exe files for security reasons anyway. Some may have viruses. Better to seek zip files.

Do this test: Bug Report instructions & sample image Is the result True/False? If False, then you would struggle with trying to direct connect.

Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other); Firewall configuration instructions (click on link)

See How to use Magnet Links & Direct Connect