|Jayno, Try the EXE File Association Fix at the link below. Instructions are on the page.|
Windows XP File Association Fixes
As far as that reg file fix at the Kellys site, right click on "EXE (lnk and regfile) Fix for Windows XP" select Save target as, then save it to your Desktop. After it's downloaded just double left click it or right click it and choose Merge to merge the contents into your registry.