NT Explorer doesn’t like .xls files.

When I open an Excel file using NT Explorer, I get the following message:
Cannot find the file ?fqfn.xls? (or one of its components). Make sure the path and filename are correct and that all required libraries are available.

If I use the ?Excel Open Look in? option, it opens it with no problem. Anyone know what I have to do for NT Explorer?
Thanks,
Bob Lewis