Problem with the "open with" pop up Window Vista Home Premium

[FML]

everytime i try to open a game or print something, download something it always says open with its kinda a pop up program tht says browse on the right hand corner and i have to choose which programs i want to use
 bt tht takes to long and i usually cant find wat i nd to open it with
 teach me a way so i can skip tht step or fix the problem its been going on for 2 weeks ugh helppppp meh >< im nt tht tech savy plz tll me the answer ASAP plzz 

[Joey]

This tutorial will show you how to permanently set any file to open with a certain program.

Example: You have an Adobe PDF document on your computer. This tutorial will show you how to make a program like Adobe Acrobat always open the PDF files every time you double-click them.