Weather Desktop gadgets failed to work

Before my "Weather" Desktop Gadget worked fine and now it doesn’t. I cannot figure out what happened. I'm getting an error message now that never occurred in the past. When I click my city and state, it takes me to the msn weather website which displayed the details for my city's weather. Now I get the following message:
"This file does not have a program associated with it to perform this action. Please install a program or, if one is already installed, create an association in the Default Programs control panel." And the same error happens when I select the gadgets Options after clicking on the highlighted question.
"How do Windows find my location automatically?"
Does anyone know what's causing this and how I can fix it?
Thanks.
