How do I modify a wav file to exe for an expert advisor alert?

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I created a SMA crossover indicator alert and am trying to set the alert to automatically e-mail me once the two sma's have crossed. I went into options/events and changed the alert from a wav file to an exe file but its still not working. The alert goes off but there is no sound and no e-mail sent. I enabled events too. Does this sound familiar to anyone? Someone sent me this link a while ago (thank you by the way) "Secrets of MetaTrader 4 Client Terminal: File Library in MetaEditor" and I folllowed the instructions to the letter, but to no avail. If anyone has any ideas or additional info it would be much appreciated! Thanks!
 
I don't quite follow you, but in order to send email, you can use SendMail( string subject, string some_text) ; in order to sound alert, you can use PlaySound().......What's it about .exe here?
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