The file association in the registry for files with that extension is bad. I don't know your experience with the Registry Editor, but here is a step by step todo list.

Start Regedit.exe in windows directory.

Expand (open) HKEY_CLASSES_ROOT.

Search for the file extension which has problems, for example .txt.

Select this file extension in the left area and look now in the right area, which (Standard) key is associated to this extension (it's "txtfile" on my computer for .txt).

Back to left area and scroll down to this key ("txtfile" in my example).

Expand txtfile -> shell -> open -> command.

In the right area you should now see the associated program with it's full path at (Standard). Double click on (Standard) for editing.

Now verify and enter if necessary
"C:\Program Files\UltraEdit\uedit32.exe" %1
or
"C:\Program Files\UltraEdit\uedit32.exe" "%L"

Note: The path to uedit32.exe can be different on your computer.

Now the problem should be solved.

%1 is replaced by Windows Explorer with 8.3 formated path and file name when you double click on a file.

%L is replaced by Windows Explorer with full long path and file name, which can contain spaces, so the parameter must be enclosed with "".