Surely it is easier to use the 6.06 LTS tutorial written for your installation?
As it mentions on page 3 of the tutorial, once you have done the basic install, installed SSH, and configured the network, it is easiest to continue the installation from a separate workstation machine running Putty or similar, as this allows you to have the tutorial and a console terminal window open for the cut and paste work. WinSCP is also very useful if it is a Windows machine.
I have never seen a Webmin .exe version. Go to the Webmin homepage and get the .deb package, would be my advice.