Deploying .exe files

Hi guys,
I'm running a small lab of XP computers hooked up to a Windows 2000 server computer. After reading up and messing around with it for a while I figured out how to deploy software to the computers (whew!). My question here is this though ... it seems like only MSI files can be deployed and not a lot of software vendors provide MSI files to install their products.

To gain experience with this feature I want to deploy Adobe Reader 7 to the computers. But only an "exe" file is provided on their site. Is there anyway to deploy "exe" files?