Should I put links to my .exe screensavers on my site???

My company had a screen saver made with some of their images and what not and they want to make them available for free to their visitors.
The problem is that I don't want the search engines to see links to these .exe files and start giving visitors warning like they are malware. Should I zip them up? Does that even make a difference?
Would it be better to use a screensaver website and just link to them instead?
Let me know what you think!

for me it's ok to put it in my site plus promoting it by passing to screen saver directory sites for more exposure.