Extracting the files from a windows pgp executable self extracting archive on linux

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http://stackoverflow.com – I have a customer who sends me (via their legacy system) a file containing some data. The issue is that they encrypt it via PGP and then create an executable self-extracting file to encase it. I am trying to move away from a windows process to do this extraction and they are - to put it bluntly - not technical or motivated enough to change their side of the extract. My question is - what linux based utilities (and example commands) are there which would enable me to take this executable file and extract the data without having to run an exe on a windows platform ? Please don't answer with " (HowTos)