Hello Lynda, and welcome to Seven Forums.
Your .reg file extension type is not associated to the correct program to be opened by. This is why it's not working for you. Check in Default Programs
to "Change program" for the .reg
file extension so that it has it's "Current Default" program as "Registry Editor" (C:\Windows\regedit.exe). Afterwards, you should be able to run the .reg files without Notepad opening instead.
Hope this helps,