HELP! Open with file? “choose the program you want to use to open this file”????

Ugh… My computer is gettin on my last nerve. everytime I try to open a file/click on an icon whether it’d be:Mozilla Firfox[Internet], Paint, Yahoo I.msngr, windows media player, CA Security Suite[fire wall/anti-spyware/etc….anything!.. the following pops up “OPEN WITH”… “choose program you want to use to open this file”.. Ex: Windows media player, File:wmplayer.exe. [listed programs: (recomended)Internet explorer & notepad… Other pregrams: paint, windows media player, windows picture & fax viewer, & word pad. When I want to open my internet it refuses to work. I cannot open my messenger either. I tried many times clicking on internet explorer as the pregram i’d like to open, when I’m trying to access the net… it doesn’t work? what.t.f? HELP! -It has never did this before.
a couple days now I’ve been using CA security. it’s really good, but I dunno if that’s why my comp. is acting the way it is.
Not using vista..