I mean:
(Example) I downloaded exceltocsv.exe. When I making my lovely thousand lines of code, I call exceltocsv.exe myfile outputfile, and I'll use outputfile. later.

What's the name of "exceltocsv.exe"?

I call it a program. Or a tool.

utility programs (or tools).
http://en.wikipedia.org/wiki/Utility_software

Thanks!

looks like a converter

@coder777 Not only this case, but like "sendemail.exe yahoo_smtp address@yahoo.com (other parameters)".