Wirewire couldn't open Excel spreadsheets by double-clicking them, and turned to the Answer Line forum for help. My answer isn't specific to Excel.
Windows uses a file's extension (.xls, .docx, .mp3, and so on) to know what program should open it. But if the extension isn't associated with a particular application, Windows has no idea what to do with it.
Here's how to make that association in Windows 7, XP, and Vista:
Right-click a file of the type you want to open. If you see an Open with option on the pop-up menu, select that. Otherwise, select Open.
In the resulting dialog box, click the option Select a program from a list of installed programs (in XP, Select the program from a list), and click OK.
Near the bottom of the next dialog box, make sure that the option Always use the selected program to open this kind of file is checked.
Now turn your eyes to the main body of the dialog box. If you see the desired program, select it and click OK.
If you don't see the program, click Browse. In the resulting Open With dialog box, search through your hard drive's folders to find the program's .exe file. It will probably be in a subfolder of C:\Program Files or--if you have an x64 version of Windows--C:\Program Files (x86).
Still can't find it? Click Start, All Programs. Find the program on the Start menu, right-click it and select Properties. Click the Shortcut tab. Copy and paste the contents of the Target field into the Open With dialog box's File Name field.
After you click OK, Windows will know how to open the file.
Read the original forum discussion.
Contributing Editor Lincoln Spector writes about technology and cinema. Email your tech questions to him at email@example.com, or post them to a community of helpful folks on the PCW Answer Line forum. Follow Lincoln on Twitter, or subscribe to the Answer Line newsletter, e-mailed weekly.