[Alexioco]

Hello, I have a problem in opening sa-mp.exe, instead of it opening in the running program it asks me to choose a program to open it in like note pad or something, how do I open it in the correct place, the sa-mp exe is on my desktop, i have tried copying its location into the "run" program but just opens up the part where it asks me to choose a program to open it, what do i do?