any reason why you didn't give us a little more info ,like ,what game and how you are trying to get it to run! did you install the game on you computer ,did you go to start ,all programs ,and see if it put a start icon there ,if there is no exe file then i don't see how it will run
maybe you'd download the daemon tools from the daemon tools' website.This is a virtual drive like cd/dvd rom.Install it.Click on it mount your file.If it not run automatically then go to the mycomuter and if you do it well then you'll see the icon of this ,just click on the icon
use the .iso write mode and depending on the size burn to a CD(<800mb) or a DVD(up to 4.7GB)
Or as the poster above mentioned install Daemon Tools an mount the .img file with that.
I'd recommend turning off autorun and doing a virus scan on the file before you open it as any program from any file sharing system should be suspect. You can disable autorun temporarily by holding shift when the disk is inserted, or in the case of Daemon Tools hold shift immediately after the .img file is mounted.