BleepingComputer.com: "This file does not have a program associated with ..."

I occasionally receive an email and I cannot open the attachment. When I click on the attachment, a rather cocky-sounding, pop-up message from Microsoft says "This file does not have a program associated with it for performing this action. Create one in the Set Associations control panel." Yeah, right. I have tried everything and nothing works. I have sought help from the Vista forum itself, and they are stumped too. Hopefully someone on here can tell me how to remedy this hateful and stubborn Windows Vista glitch. Grrrrrrr!

Thanks in advance to anyone who can help.

hi,,, what format are the attached files in,,, ie,,, pdf,, jpg,,, rar,, etc. right click on it and click on properties, and it will tell you what format the file is in then post back.