No, that is not possible. Macs do not know how to run .exe
PCs do not know how to run Mac exectuable binaries. You can
not have a
single file that runs on both.
The exception is that you can publish some Director movies as
(shockwave) and use it in a web browser. In that case, it
will be cross
platform and will run on anyone's browser that has the
But if you need a standalone executable, you will have to
have one for
Mac and another for PC. If you are using Director MX 2004,
then you can
simply check the appropriate boxes in the publish settings to
projectors regardless of your authoring operating system.
There are a few caveats to cross-platform development, so you
read up on what the help file has to say about it... most of
important information can be found there.