you're a total noob arent you? thats ok, gotta start somewhere, but for the love of god
1 - to play any media in firefox you gotta have mplayer-mozilla installed.
2 - if by binary you mean windows binary (exe) then you're barking up the wrong tree. linux has its own binary format (.bin) which is ran through the terminal as #: ./file.bin. why the HELL would you run an exe file in linux is BEYOND me. but...if you feel the need.... install wine and it will take care of that. some more advanced programs (photoshop) require XOver Office to run. Games will need Cedega (both Xover and Cedega are COMMERCIAL software..ie, you'll need to cough up some $$$).
in other words....whats the windows binary file you're trying to run? i am sure there is a good linux native alternative...so you don't need wine or all that crap.