|Either fix the file association or try .cmd instead of .bat(or visa-versa depending on what you are using).|
Here is a quote from a post I made a while ago that should help you re-associate .bat and .cmd if you want to. It assumes classic view in the control panel, if your using xp styled view "folder options" may be inside a sub-category of the control panel:
"Here's how to edit them, goto Control panel>Folder options>File types. Hit the new button type in bat or cmd and hit the advanced button. The associated file type should load up to "MS-Dos batch file" for bat and "Windows NT command script" for cmd, if they are not automatically selected, select them from the drop down list and click on ok. If you don't hit the advanced button you will get an error that the file type is already in use."