Sometimes it's just a random error in windows.
1. Press CTRL+ALT+DEL to access Windows Task Manager
2. Switch to tab processes
3. Look for "explorer.exe"
4. Right Click it and choose "End Process"
5. Confirm the request by pressing "Yes", explorer Shell will terminate
6. Press CTRL+ALT+DEL again
7. Go to [File->New Task (Run)...], new dialog will show up
8. Type in "explorer.exe" and press Enter, Explorer Shell will reinitialize.
Try now double clicking the file again. If the same thing occurs, try restarting your computer.
This has worked for me on many occasions.