I think you may have to provide a bit more information Windsor for sometime to answer this one - ie: what has happened that you can no longer do this - also operating system would help.
A couple of things might have happened. The most likely answer is that you once had a program on your computer that was able to work with this file extension, and now the program is gone. You might have uninstalled the program or deleted it in some other way. Or you could have installed a new program on your computer that supports this file type. New programs often make themselves the default viewer for certain file types. If you later uninstalled the newer program, you might still have a program on your computer that will open the file type, but it is no longer associated with those files because of the newer program that was once installed. To fix this problem, just right-click the file that you want to open, and choose the appropriate program from the Open With choices.