Perhaps the dll's are unregistered. Try simply copying them to your system folder where all the others are. If that doesnt work, register them...
You might want to look at the Networking control panel applet, too. If all the components are there, you will not get a message when closing it...
If you have 98, try going to Add/Remove Programs, Windows Components (or whatever it's called) and uninstalling Dial-Up Networking. Then reinstall...
This happened to me before SP1, so I'm not blaming that.
Is this just with one file-type, or all? I have had similar problems, usually with the most common file-types. Trying to change an .nfo file...
I never got to the bottom of what caused this. It seems to be associated with people who play a lot of games, but if I am right, I still don't...
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