Windows can store the name of a program that will be used to open a particular file type. For example, HTML files are usually opened by your browser since there exists and association between the browser program and file type HTML.
The same applies to opening graphic images like JPEG, GIF and BMP using Explorer. You may already have programs associated with these file types or you may prefer to set Photopaint as the default tool for opening them:
Select Options from the Tools menu and then Associations
Check a particular file type to associate it with Photopaint
Clear a file type to break the association with Photopaint
Note that breaking the association will cause the file type to have no associated program.