I surprised nobody mentioned Windows UAC the best
Anti-executable you can get because it blocks at Windows kernel level whereas with others only block at software level below the kernel. UAC also blocks many other extension types besides exe's that tries to make changes to Windows.
Of coarse now days exe's can no longer download or execute themselves, they require the user to manually do it.
That is why you should never download files from unknown sources. If you are not sure if the exe is safe first scan it with VirusTotal and then run it inside of Sandboxie to see what it does.
Anti-executable programs have become obsolete since the release of Windows Vista with UAC.
If you do research just about all of the previous Anti-executable products have been discontinued and the ones still being developed don't fully support Windows 8, when Windows 9 gets released there probably will no longer be any Anti-executable products left.
Enjoy!!