OPENING DOWNLOADS

I HAVE DOWNLOADED SEVERAL SMALL HELPFUL PROGRAMS OFF THE NET. WHEN I GO TO THERE LOCATION & TRY OPENING THEM I AM DIRECTED TO A SCREEN LABELED “OPEN WITH”. NO MATTER WHICH PROGRAM I CHOOSE, NONE WILL OPEN THESE NEW PROGRAMS. WHAT AM I DOING WRONG & HOW DO I OPEN THESE PROGRAMS AND GET THEM TO RUN??? THANKS FOR YOUR HELP.