OK. That's what steps 1 and 2 of the instructions in KB 871122 do. You're now up to step 3.
Now let's fix the "file does not have a program associated with it" problem. Go tohttp://www.dougknox.com/xp/file_assoc.htm . Read the explanatory material and then click on the 5th link from the top:CPL File Association Fix Download the zip file, extract the reg file, and run it.
Because that association shouldn't have broken, I suggest that you download, update, and run