Download a trusted emulator like PCSX2 (for PS2) or Dolphin (for GameCube).
Searching for specific ".exe" download strings can lead to malicious sites. If you are trying to play the game today, it is much safer to: download-dragon-ball-sagas-the-games-download-exe
Dragon Ball Z: Sagas was an action-adventure game released for PlayStation 2, Xbox, and GameCube. It was the first DBZ game developed by a Western company (Avalanche Software) and attempted a "beat-'em-up" style rather than a traditional fighter. Download a trusted emulator like PCSX2 (for PS2)
Are you trying to find a of the Dragon Ball Z: Sagas game? download-dragon-ball-sagas-the-games-download-exe
Research into how old games are used as "Trojan Horses" to distribute malware. Sources like Malwarebytes Labs often publish reports on these trends.