I don't know why, but mine did, too. To my knowledge, I haven't installed anything that would modify the settings. Here's how to fix it:
Open up an Explorer window (Windows Explorer, not Internet Explorer). Go to the Tools menu, select Folder Options... Click the File Types tab, then find your DBF extension. (If using Windows 2000, they are all sorted by extension, but if you're using anything earlier you have to know what the file type is called. To find this, locate a file, right click on it, and choose Properties.)
Once you have found the extension, click Edit... in Win9x/NT, or the Advanced button in Win2k. Change the icon if you like (just point it to your VFP executable, the icons are in there). If there is an Open action, select it and click Edit, otherwise click New. Enter the following:
Action: Open
Application used to perform the action: (Browse to your VFP executable)
Check the box that says Use DDE and fill these in:
DDE Message: Open("%1"

Application: FoxPro
Topic: System
You can leave "DDE Application Not Running" empty.
Click OK and Close buttons all the way back out to the Explorer window. You should now be able to open your tables with a double-click once again.
Ian