KENETICS

when I try to open a program using any desk top short cut I receive a message saying: this file coes not have a program associated with it for performing this action. Create an association in the Set Associations control panel. How do I do that?? Operating system:Windows Vista Home Basic (32 bit) Service Pack 2 System root: C:\Windows Available physical memory: 2939 MB CPU: Intel® Celeron® CPU 900 @ 2.20GHz Drive Info: C: 224.20 GB Internet Explorer: 9.0