Originally posted by: corkyg
It is most likely due to a setting you have in Control Panel/Folder Options/File Types.
This where XP handles all file associations so that it knows what to do when you click on a given file. Many programs automatically link themselves to that list and pre-empt any competition. Microsoft Windows Media Player is perhaps the biggest offender. It tries to take over your media system so that all other players or applications are excluded.
You can change any or all of these - just follow your intuitive nose in that area. I prefer "Take No Action" so that I control my system - not Microsoft.