File extensions are used to define what application is used to open a file
. The extensions may be hidden by default. Use the view folders menu to unhide extensions. Windows 7 has "Set Default Program" window to help you manage your extensions and what program uses them by default. You can launch a file with a particular application more directly by right clicking the file and choosing "open file with...". If you do not know what program to use to open a file that has a strange extension, try looking it up on Google. You should be able to find useful information about that particular file type. Lastly many files you download from the internet are compressed. Try 7zip if you do not already have a program for compressing and decompressing.