Which are you using? (Steam, original retail disc, etc.) What is the exact error message displayed on your screen? What version of Windows is your PC running?
While the story ends well, downloading .exe files from random sites is risky. If you are looking for this file to fix your game, consider these safer alternatives: Download Re5dx9.exe Resident Evil 5
The file Re5dx9.exe is the official application executable used to launch Resident Evil 5 in DirectX 9 mode. Which are you using