Are you able to open the files from your computer if they are stored on the computer? this might be a file association problem
Edit: more info
For the file extensions, go to
Control Panel > Default Programs > Associations ? dont know if this is correct....
Then scroll down through list till you get to the file extension .NEF
Make sure it has a program associated to it. If it doesn't, then use the "Change Program" button.
I think this is correct I am away from my Windows 7 comp