This message is often caused when the document name contains spaces. Usually, the message reappears several times depending on how many spaces are in the name.
The solution is to click on My Computer, then go to Tools>Folder Options>File Types. Scroll down to the extension of the document type you are trying to open. Select it then click Advanced button, the double click on OPEN.
Under "Application used to perform action", scroll to the end of the path in the window. At the end of the line will be something like /r or /e or something similar. Delete the /r or /e and replace it with "%1" (quotation marks included). This will set up your file associations to look at long names when trying to open files.