Could you give us the name of the file?
That would help.
If it's a program, then only the choices mentioned earlier are the way to go, as Windows software doesn't run under Mac OS (natively, without help).
If it's just a file with data in it, you need the appropriate software to open it.
And what do you mean by "registry"? The Windows Registry? If so, you don't need it, as Mac OS X doesn't have one.