_height is a property of a movie clip object and holds it's height (suprisingly).
In human terms this means that if you have a movie clip on your stage (with the instance name 'my_movie') you can read its height with:
x = my_movie._height;
and you can set its height with
my_movie._height = x;
So, in other words, no, you don't use this to set the size of the exe file. I think that the size of the exe file (screen size anyway!) is dependant on the size of the movie on screen. It's also worth playing around in the 'Publish Settings' bit as there are lots of useful thingies there.
=)
PetitPal