Your dad is giving very good advice. Downloading .exe files for P2P networks is incredibly risky, or more accurately it is incredibly risky to execute them (downloading them but not running them poses no real risk). For one thing, you don't know what the file really is. Sure it might be called "Office 2007 installer.exe" but it could really be absolutely anything that someone been renamed to that. And that's before the likelihood of it being infected, which is very high with executables.
It is absolutely essential if you are using P2P networks to download software that you have good up-to-date (preferably updating every day) AV software which scans every received file and every file you are about to execute. That way it should catch most viruses and other rogue files on P2P networks. Some may still slip through though which is why they should always be treated with extreme caution, and are best avoided anyway for because in most cases, good clean executables were originally distributed as a compressed archive (usually a .rar archive) which included some documentation (usually an .nfo file which is a plain-text file and can be read in Notepad etc) which gave further information on the version of the software the file was for and how exactly to use it (quite often also mentioning the registration key). If you download just the executable, you have no idea where it came from or what has been done to it, but at least with an archive which includes documentation, you can do a search to check if it is safe to use that version.
If you must use P2P networks to obtain software; instead of downloading executables or even archives containing executables which you've done a search for, visit a website (often a forum) where members post releases they have (hopefully) verified and other members can comment on that release, so you know in advance what other people think of it and whether they had any problems with it (such as a virus being detected which the original poster missed).
There are well established forums with many hundreds and quite often thousands of verified files on P2P networks for both the BitTorrent and ed2k networks, and they tend to be the safest way to use P2P networks. BitTorrent is best for new releases from the last two or three months, while ed2k is superb for older stuff as most fairly popular files remain available complete for years (but you do have to be patient for it to complete) and has an unparalled collection of TV series and movies available.
I do not condone software (or any other) piracy so I'm not going to provide a set of links to key sites; you should be able to find them yourself if you search (they are all free but you usually need to register, if they want you to pay or provide any personal information which can be used to identify you then move on immediately as it is a con).
Is it safe to download exe files from a p2p network? My one word answer would be "no". I'm afraid your dad was right and your friends are likely to have a virus/spyware indected computer sooner rather than later. Always stick to archives from at least semi-reliable sources like websites which provide verified links as at least then you what you are downloading should be clean and work properly (but you must still check it with good AV software anyway).