OSX Associate a shell script with a file extension?

I want to associate the .exe file extension with a shell script that launches wine. What is the best way to do this?

From what I've gathered, I need to create an AppleScript that will call wine, but how do I get the name of the input file in the AppleScript? If there is a better way to do this, let me know, but as far as I know this is the best way.