is there any software that gives you souce from .exe programs?

No. Once compiled the source code cannot be retrieved.

but why?

Probably because of the way in which the object file is generated from the source file...

The actual C / C++ source code goes thorough a lot of transformations and platform specific optimizations during its compilation and building phase which make the source code from the object file to be retrieved almost impossible.

There are some applications whose developers claim can (in some cases) retrieve a C - like representation of the original source from a .exe file. It is generally believed that reverse compilation of 3rd level languages is difficult bacause there may not always be a one to one mapping between source and compiled binary. It is certainly impossible to retrieve C++ code from a .exe because all class structures are thrown away before the binary is produced.

Steven.

Assembly on the other hand, can be disassembled fairly easily from an executable because it's so low-level. Java is also very easy to decompile; you can get almost an exact replica of the original source code if you run it through a decompiler because it's only compiled to bytecode.