There are alot of viruses and worms that reside in scripts. The code within the virus wont appear to be malicious, but when combined with faulty software, they often can be used to inflict damage.
All system files from Windows are targets for virusses, this is why Windows lacks at security.
Still there is NO need to not open any EXE's later on. But, make sure you verified the source before opening it. Also a could antivirus could make sure you open no virusses.
You cannot ensure yourself you do not open a virus. This is why I use mainly Mac; it is better protected against virusses because system files cannot be used easily to make virusses.