Default File Associatons for .LNK changed

I am a retired IT service manager, and as a hobby business I assist a few elderly clients with computer issues, training and installations of new machines.
I have been assisting two friends with a particular problem that they have now experienced on 2 occasions. The problem was that the default program associated with the .LNK extension had been changed. In one case it was changed to Windows Media Player and in the second case it was changed to Adobe Reader.
Obviously, this caused all the icons and shortcuts on the machine not to work.
In the first case, I was able to resolve the issue by doing a System Restore. In the other case, I found a download that re-set the appropriate Registry entry, and this solved the problem.
However, I am curious to know if you can suggest to me what would cause this problem, or at least the most likely cause. I felt it may have been some malicious content from an email or from a website, but I couldn't confirm this. I would like to find an answer, so that I might be better able to help my friends from suffering the same problem again.
As the problem happened on 2 occasions, it made me feel it was something the users were doing, or a website they were using, but despite quizzing them, I can't pin down what actions proceeded the problem on both occasions. The owners of the machine are quite elderly, and are not very "computer literate".
Looking online, I can see the problem is not particularly uncommon, but I can't find any suggested causes. It is the first time I have encountered it personally.

Their system is as follows:-
Toshiba C50 Laptop (New)
Intel i5
4Gb RAM
750 Gb HDD
Windows 7 Pro 64-bit
Microsoft Security Essentials Anti-Virus

In an attempt to prevent further occurrences of the problem, I have changed the anti-virus to AVG Free and increased the Security settings on their email program. I have also made some suggestions about not using certain websites.

Many thanks for your assistance.

Dear Brink,
Thanks for your prompt reply, and thanks for the Tutorials link.
As I mentioned in my original post, the owners of the machine are elderly and have very little knowledge, so they may well have done something stupid by mistake, but to do the same thing twice in 10 days??!! Particularly on a new laptop, as everything is pretty well "tied down" and settings should not need changing. I can't see them messing around with the "Open With" prompt, but I can't be sure.
I have managed to fix their problem both times, but if I could find a definite, or even a 'maybe" cause, I could tell them "Don't do that again"!!
Thanks again for your assistance.