Excel 2007 Not Opening Files from Windows Explorer

I’m using Vista.
I’m using Microsoft Office 2007.

I have excel documents or shortcuts to excel documents in different places on my computer. If I try to open one of them by double clicking on them excel opens up but then gives me an error that reads:
http://i568.photobucket.com/albums/ss123/avlcon/excelfail.jpg

Click image to see it.