I recently ran into this on a Windows 7 machine. No matter what desktop icon I tried to open, the same program would open. It was the same case for both shortcuts and files on the desktop.
Here’s how to resolve this issue.
Click on the Start menu. In the “Search programs and files” field, type “regedit” and hit enter.
Navigate to the following registry key:
Delete the “UserChoice” folder from the registry.
Close the Registry Editor and restart Windows.
Thanks to RRMS who posted this solution on Super User.