How to fix explorer exe when you receive an application not found message

I can not open my internet directly or I receive this message: Application not found
But I can right click scroll down to properties, click open file location then open the internet thru the desk top screen. All new windows go to this same screen before opening. However new applications or disks I insert into my computer will not work because they want to go thru this same way but it will not work. I need help and installing something will not work, cuz it goes to the same screen and just keeps coming up and not working, cant reboot to an earlier setting cuz it does the same thing if you do that. How can I fix this problem? Please help!
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  1. "I can not open my internet directly" does not make any sense.
    Do you mean Internet Explorer?
  2. yes he means internet explorer as i too am getting this error and cant get rid of it. It occured after cleaning several spyware/malware from my system.
    All exe's are not automatically executed but instead prompt you with an "öpen with" window
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