I know about EXEs, Ha! 
I am a great fan of the bloom effect so I have been trying to aquire it for every 3D engine I have worked with. Blender is the first that seems to have cracked it. (BTW how did you do this Lemmy?)
Hmm, in most of the Blender games I have seen, all they are using for sunbeams are “additive” faces… Lemmy’s technique goes one step further. As you move further away from the beam it becomes less and less defined and blurry. For example. If you approach a stained glass window with lots of light coming through it you will see light shafts comeing through it. However at a distance you will see a blur of light and no shaft definition. Ok, so not a great explanation but here are some links to Bloom images which will show you what I mean:
These images are taken from Unreal Tournament 2003. The first image shows without bloom and the second shows with: (If I understand correctly then this is a similar technique to lemmy’s)
http://wiki.beyondunreal.com/wiki/Bloom/Screenshots
This image is from Deus Ex II with Bloom on:
http://www.dailygame.net/Articles/media/screens/deusex/deusex2.jpg
This image is from Prince of Persia
http://www.dailygame.net/Articles/media/screens/princeofper/princeofper4.jpg
http://www.xbox.com/media/games/princeofpersia/sim-princeofpersia-006.jpg
See what bloom can do to a simple explosion or sunbeam?
Believe me, this is more than simple Lightshafting, This can bring a unique aethereal atmosphere to games.