Why is my computer doing this!?

Every time I try to open something on my computer this box pops up asking me what do I want to open the program with. This has never happened until recently it started doing this. The only way I can get around it is if I right click on the program and select "run as administrator" and then it asks my permission. I have AVG security, but I know its not AVG that is causing this whole "what do you want to open the program with" thing. It's so annoying! It makes me browse for a program to open it with and most time it doesn't work, can't find a program to open it with, or it just don't know what to open it with. It's so stupid. Before I could just double click on it and it would open and now its doing this. Does anyone know why its doing this to me? Please no stupid answers. Thanks.