Hello Tamir,
If it is an .exe, does that mean it is a .NET application, or is that some sort of Java wrapper program ?
If it is .NET, installing the .NET agent on the machine would be a start.
You would need to add the name of the .exe in this line in IntroscopeAgent.profile
introscope.agent.dotnet.monitorApplications=w3wp.exe,aspnet_wp.exe
If that .exe has some link to Java, like a wrapper program, you need to find out how the JVM arguments are configured, presumably in a separate configuration file, and add -javaagent parameters to it.
If it is an .exe because it is compiled code like C++, then there really isn't much option, possibly EPAgent as you say.
Many thanks,
David