I got a typical requirement from my product manager. They are planning to host some of the MSI Installers and executables inside our current internet facing MOSS portal. As we are aware MOSS doesnt entertain EXE's, Even though we can remove them from exception list from Central Admin and can host them, it makes a vulnerable security leak in portal. As the site is Internet facing, virus infected EXE's can be uploaded into portal in that exception. So after some research I found a way where we can host the EXE's files in the MOSS.
1) Create a folder in the shared location on the web server (should be repeated on all Front end servers)
2) Provide the web-sharing for that folder and add an alias name for that by selecting the Relevant Sharepoint Web Application in the web-sharing properties tab
3) Add every one to that folder from security tab with "READ" access only
4) Open IIS and browse this newly created folder properties and ensure that "Anonymous access" is enabled.
5) Add the link as follows in any content enabled pages
Download your executable from here: "<a href = "[servername]/[websharedfoldername]/[exename]">"EXEName" </a>
Cheers!! we are done