Essentially you can’t stop an executable from running; that said windows should also provide a security check dialogue window asking if you allow this .exe to run. This has come from a windows update some time ago which changed this setting to seek confirmation from the user.

Presumably you haven’t got that update and it allows .exe files to be run - see this page that relates to disabling this feature and hopefully you shoulod be able to reinstate it, http://www.tomshardware.co.uk/forum/244142-45-disabling-windows-security-warnings.

That is what I mean by a driveby download, sites (can be hacked) and sometimes advertising banners (ads poisoning), etc. can redirect and load elements without any user interaction other than having visited a web site.

The web shield and network shield do provide an element of protection against this, the fact that they didn’t alert is generally a good thing, as is the fact that the file system shield and deepscreen didn’t find anything (but you did abort that).