File open with link

When linking a file extension to the file type which is used to open the file, it does not seem to pick up the Word application even though it is installed on the PC. Instead I have to right-click on the file and select “Open with” option to select Word application. I cannot open the file directly just by double-clicking on it, it says “File path\filename is not a valid Win32 application.” What else can I do?