Opening a saved link - opens a file download dialog box

[Luigler]

wenever i double click on a link that i saved to my computer , lets say on the desktop, i get the file download dialog box. it says u are downloading this and this file. then i get these options "would u like to open the file or save it to the computer". i then get 4 buttons open, save, cancel & more info. and no matter wich option i choose it will only give me these options again. it will not open the link.
P.S No my file assoiciation is not screwd up

Please Help

 

[maelstrom]

What type of file is it?

I know I have had the case where the file association was to Internet Explorer, but IE didnt know what to do with it. If I say Open, it opens it with a new copy of explorer, and still doesn't know what to do with it. IE works on mimetypes, so if the association is set right but the mimetype isnt, that might be your problem.