There's a safe and frequently recommended fix for this at Doug Knox's website in the XP Fixes section and you need to look for his LNK fix at http://www.dougknox.com. It will make changes to your Registry and reassociate the links.
This is popping up when I try to run these;
To open this file, windows needs to know what program created it. Windows can go online to look it up automatically, or you can manually select from a list of programs on your computer. If I pick online, Then it takes me to Windows file association, then if I pick one it starts process all over again. If I choose from a list, Then it does not show any of the programs downloaded.
That's because the LNK isn't working but the site to which I directed you should have given you a Registry fix which would automatically put things right when you click it. Are you saying it didn't?
Megabite's suggested would have given you an .exe or .bin file which if saved to the Desktop and double clicked might throw that message if his theory that EXEs aren't working is right. You can correct that one after the LNK is put right.
Click File Association Fixes and then click first on the LNK fix and then on the EXE fix. Once you've downloaded them (one second each), click on each in the same order and they will import into your Registry. When that's finished, restatr the computer - twice.
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