I downloaded a game from a creator that has a .exe extension. When double clicking it it loads a window with Adobe Flash Player as the title. Thats as far as it gets. I have the menu bar and can select from it but cannot get it to do anything else. Past releases from that same creator with the .exe file extension have loaded fine without that window popping up, but its been a while since I last downloaded one of their releases so I do not know when the change happened or what was changed. Any ideas?
The game developer is in the best position to troubleshoot and address that. The supported way to create desktop applications using Flash technology is with Adobe AIR. The Flash Projector (which is what they're using) is a throwback to the days where it made sense to distribute Flash content on CD-ROM, and for things like museum kiosks and debugging.
To my knowledge, the Projector isn't catastrophically broken, but it may be enforcing security controls that didn't exist in previous versions or something, which would require them to change their content.
Either way, they're in the best position to help. There's not enough info here, and there's really not anything you could do from your end to work around it anyway.