The first time I did that was at an internship when I needed a music player to listen to my music CDs on my work PC's CD-ROM drive while working.

Searched for it (probably on Lycos), found one, downloaded the .exe, launched it, popped a CD in. When I pressed play and heard the music start in my headphones, I had the feeling I just performed magic. Big smile on my face as I went back to work.

Viruses, etc. weren't in our reality in those naive and heady days.

I remember people being worried about viruses pre-Internet. You had to be careful about borrowing software from friends and things like that.

Indeed, my DOS machine got infected by a Jazz Jackrabbit disk borrowed from a friend.

I had a text-mode launcher menu for running programs, and that had an "anti-virus" feature built-in that checksummed programs, and alerted you if their checksum ever changed (since these viruses spread by infecting .exes), which is how I found out about it!

Be fair, it’s .ocx files.