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You can't. The source code is compiled against huge numbers of Windows libraries. It cannot run on Mac OSX. You could try using something like Crossover that allows some Windows software to be run on Mac OSX.
 
Programs written for Windows can't be "converted" to run on Macs.

If you want to run IE 9 on your Mac, look into these options:
Boot Camp
VMWare Fusion
Parallel's Desktop

All of those essentially involve setting up a copy of Windows on your Mac, in which you can run IE (and other Windows programs).

Also check out CrossOver Mac. That program will let you run some Windows programs on your Mac without having to install an entire Windows operating system.
 
Ya, I was curious if I could run the games that come with Windows on my Mac. Try googling "wine mac". It might allow you to run a .exe file as a .app file. It might require you to fidget with terminal. I might be wrong.
 
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