The warning means your file associations are messed up.Grinler
has created a program which fixes basic file associations (among doing other things). You can download it from here : rkill.com
. Save it to your desktop and run it.
You can also download various file association fixes from here : http://www.dougknox.com/xp/file_assoc.htm
In using DougKnox fixes, first of all use the Zip file association fix. Press Ctrl-Alt-Del to open Task Manager, Choose New Task, type regedit.exe and press Enter to open the Registry Editor. In the Registry Editor, choose File > Import and select the Zip file association fix you downloaded zip_folder_fix.reg
Similarly, next use the REG file fix. Then the EXE file fix and so on.
But the Grinler
RKill method is easier.