When I download an obvious mac program in .zip format it downloads and saves fine. When I go to unzip it, it unzips and saves it into a .exe file which i can't open on my mac. What I am I doing wrong? Someone please help me!!!!

If it's an exe file, then it's obviously not a mac program.
Only exception which forum rules forbid me to talk about is if you use windows either in virtual pc or another windows computer. Then you open that program to seek the info you need.

These are obvious mac programs though. Programs that only apple offers to macs. They say they are mac programs in the title. Am I unzipping them wrong? I did try and open them in my windows based program on my mac but they would not open. What am I doing wrong?

.exe files are windows specific programs. They will not run on mac os. Simple as that. It sounds like they mis-titled the file, deliberately or accidentally.