Probably a bit basic for some of you, but can someone explain to me how hqx files work?

I've created my flash movie that needs to work on PC and Mac platforms. When I try to open the hqx file on a mac all I get is a dialog box asking me which programme I would like to open it from... When I view the file on my PC all I see is a winzip file and no .hqx extension.

The exe file works perfectly on the PC...no surprise there!

Am I missing something in the process...help would be much appreciated.