Hotstop shield cannot run in Windows

Hey,
When I try to run Hotspot Shield, an error is encountered. This error message is continued to appear which is very annoying.

This file does not have a program associated with it for performing this action. Create an association in the Folder Options control panel.
The machine is restarted several times but the error message keeps popping up. Hotspot Shield is also reinstalled and the error is still unsolved.
Any one could help me to solve this? Thanks a lot in advance.
