.exe files found on my Mac

Yesterday’s scan found a number of infected files on my back-up drive two of them Malware .exe files which surely shouldn’t be on a Mac, and yet I can’t delete them. Anybody know why this is? The rest were adware which may or not be relatively harmless.

Deleting files from a Time Machine backup should be made using the TM Interface.

http://www.macobserver.com/tip/2008/11/05.1.shtml
(the article is old and refers to Leopard, but it’s still the same in Yosemite)