When you double-click a file, any type of file, and it doesn't open correctly, or it doesn't open with the correct program or application, you may need to fix it with Windows. This is called file association. You may need to repair it/them. This often happens if you install an application such as Open Office and allow it to take over your file extensions. Perhaps you then decide you don't like Open Office, so you uninstall it, and Microsoft Office doesn't automatically "take back" the file associations.
The first thing you should know is that Windows looks at the file's extension, and from that, assigns the application and the icon. The first clue that you've lost a file association is that the icon changes to something else or changes to the "default" Windows or other unrecognizable icon.
First determine the file type. Right-click the filename and choose Properties. If the name in the box at the top doesn't show a file extension, then you should go set Windows to show them.
Show File Extensions on Windows XP
Open My Computer. Hit ToolsFolder options, View tab. Uncheck Hide File Extensions for known file types.