If all your files on your flash drive became .exe chances are you are being attacked by a virus called Trojan.Win32.Disabler.i. This is a pretty dangerous virus that can disable your registry, right click, and more. This virus can be spread through thumb drives so be very careful not to run any files on the infected flash drive.

Mcafee is aware of this virus and you can try using a free online scan by them to remove this trojan.

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More information on the virus is here.