List files with certain extensions with ls and grep

I just want to get the files from the current dir and only output .mp4 .mp3 .exe files nothing else.
So I thought I could just do this:

ls | grep \.mp4$ | grep \.mp3$ | grep \.exe$

But no, as the first grep will output just mp4’s therefor the other 2 grep’s won’t be used.

Any ideas? PS, Running this script on Slow Leopard.