It seems you have two options to set what program (such as Internet Explorer) opens a given file type:
- If you know the file type (extension) you are having trouble with, open the Control Panel, search for "Default Programs", click in "Default Programs", then in "Associate a file type or protocol with a specific program". From there, you can change program associations per file type (extension).
- To tell Window what file types Internet Explorer should open or not, open the Control Panel, search for "Default Programs", click in "Default Programs", then in "Set your Default Programs". In the left pane, click in "Internet Explorer", then in "Choose defaults for this program", then finally check or uncheck the file types that you want to have associated with IE or not.