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Every computer file has a file extension.
This way, your computer will know which program to use to open the file. Sometimes though, when you get a file in email or download a file and try to open it, you will get a window that asks what program to use to open the file. This happens because you don't have a file association. Not having a file association just means that you don't have a program registered to open a file or you may not have a program that is capable of opening that type of file. Also, after installing a new program, that program may take over opening a file.