How to I fix the error message "Application Not Found"?

I recently got a virus on my PC from a popup Ad that was clicked accidentally. I followed all of the steps to delete it and I thought I had, but now, whenever I try to open a file from my desktop I either get an "Application not Found", or a "Choose which file you want to use to open with.." message. When I try to use Start Menu Run, it says "Choose which file...". I don't know what to do. Please help! I have Vista...

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