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A legitimate Nintendo 3DS ROM will never be an .exe , .msi , or .bat file. If a download link asks you to run a setup program to extract the game, delete it immediately, as it likely contains malware.
Consult established emulation communities and documentation subreddits. These communities maintain strict moderation and can guide you toward safe archive formats without exposing your computer to malware. pokemon x 3ds highly compressed download repack