When I double click some files they will not open and produce the attached message. But if I right click and select "open" they will. Just an inconvenience, but am curious. I've gone to Default Programs but am lost.
It looks like something messed up your default association for folders.
If you like, download and merge the .reg files for the listed Directory and Folder items in the tutorial below to restore their default associations, and see if it may help.