Windows Vista "open with" msg comes when i try to open programs

Basically, we had a virus that we got rid of (dont ask me how something to do with mcacfee). Now evrytime i try to open a program from the desktop a msg opens asking me what program i want to open it with. the box that says always open this file with the selected program is grey and unclickable. How big of a problem is this? What can I do to fix this? Help me!!!

 

thank u so much, cant believe it as that simple !!! u dont know how much help uve been thanks again Evan Omo!!!!!