psx iso help

i downloaded valkyrie profile disc 1, and its a .exe, what should i do with it?

Double click it, it's a self-extracting archive made with UHARC. The reason it's self-extracting is that no many people would know how to use UHARC files.

but when i double clicked it, nothing happens

then it is corrupt and you need to redownload. You can confirm this by dragging it onto an open command prompt window. If it says it is not a valid executable, it is corrupt.