It sounds like you need to reassociate your *.pub files with Publisher.
First you need to enable hidden files and show file extensions: Go to Control Panel > Appearance and Personalization > Folder Options > View tab > Advanced settings > check Show hidden files and folders and uncheck Hide extensions for known file types > OK. Now you should be able to identify your .pub files by the extension.
Right click a .pub file > Open with and this will bring you to the Open With dialog. If Publisher is not listed as 'recommended' or 'other' programs then you need to click the browse button and drill down to where the mspub.exe file is located on your computer. It will vary with your installation but you can look:
C:/program files (x86)/microsoftoffice/office14/mspub.exe
or
C:/Program Files/Microsoft Office 2010/Office14/mspub.exe
If you were using Publisher 2007 you might find the file under Office12.
Be sure to check 'always open with this program'.
And if those instructions are not clear then here are some references:
http://windows.microsoft.com/en-us/windows7/Change-which-programs-Windows-uses-by-default
http://support.microsoft.com/kb/307859
http://www.sevenforums.com/tutorials/9154-default-programs-associate-file-type-protocol.html
DavidF