Help please- Dawn of War- Not working

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Dec 29, 2007
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Hey everyone, I'm having a problem installing a pc game, Warhammer 40,000 Dawn of War, if any of you have heard of it. I bought the Platinum version (so I could install all three games together). The third Dawn of War: Dark Crusade installed fine, but the first two won't install. I keep getting a message saying-

"This file does not have a program associated with it for performing this action. Create an association in the Folder Options control panel."

Can anyone tell me what that means? I've looked online from other people who had the same problem, but the only replies were for things like video cameras or internet msn. How am I suppose to fix it for a video game?

Thanks to anyone who can help me out.
 
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