Running exe file causes msi to run

I've been pulling my hair out with this one.
When I double click any exe file on my XP Pro system it causes an msi install package to start.
I cancel out about 4 or 5 dialog boxes for the installer and then the actual exe I clicked on starts.

For a temporary and dirty fix I used the "DisableMsi" D_Word in the registry.
At least now the exe runs without intervention but I still see the dialog boxes for the msi package before they go away by themselves now.

Any ideas on what may be causing this?
Thanks