What do you mean by, "It was for JDK 5?" I'm not following. Are you saying it was in your JDK5 installation directory? Was it in the JDK5/bin directory? Sort of a vague statement.
I mean that when I downloaded jdk-1_5_0_11-nb-5_5-solx86-ml it was a *.bin file and not a d*.exe file so when I went to run it to install it none of my programs opened it... I was just what program would open it.
You downloaded the JDK 5 installer program for the Solaris operating system. It sounds like instead of that you want the installer program for the Windows operating system. Go back to the download site and download it instead.