When you double-click a file on your PC, Windows uses whatever has been set as the default program to open the file. Unfortunately, this may not necessarily be the software that you want to open the file in. However, it's very easy to change the default program. Here's how.
Right-click on the file you want to open and select Open with.
From the list displayed, click on Chose default program.
A window will be displayed with recommended programs on your PC that can open the file type you've selected. You can either select one of these or you can choose from any software that's displayed under the Other programs category (this won't always be populated). You can also click Browse to search for the relevant software yourself.
Make sure the box next to Always use the selected program to open this type of file is checked. Then press OK. Whenever you double-click this file type in future it will automatically be opened by the file type you selected.