its not the host yo. you just havent compiled it into a game. an .exe is an executable application. the .mfa is just the file mmf uses to open your games while your making them. thats the format it saves them to. kinda like a .cpp file for c++ files.
"i would like to know how to make a frickin download a .exe type file"
That sentace doesn't make much sence. Are you saying you can't upload/download .exes to some file hosts? I use my own server so I don't know about free ones but it wouldn't suprise me if they don't allow exes as they could be viruses or anythng. Try zipping it up before uploading.
when i right click on my frickin desktop i dont have the winzip archive, i also dont have any frickin zip folders....i do have something called WINRAR ARCHIVE! i used it but it did not make a difference to my frickin download!
You don't have New: compressed(zipped)folder? Are you using windows 98 or something?
P.S. Please stop using "frickin" Its a word people use when you're mad (and even then it makes you look silly). You use it a lot. Are you mad a lot? Why are you so mad? This is a game making community and thus a happy place. Anger doesn't belong in a happy place.