NEED HELP!!!

I recently downloaded photoshop but I can't seem to open it. Every time I try to open it, an error appears on the screen saying "Windows can't open this file, To open this file windows needs to know what program u want to use to open it. windows can go online to look it up automatically, of u can manually select from a lijst of programs that are installed in your computer" there are two options -

1) Use the web to find the correct program
2) Select a program from a lijst of programs

I chose option 1 but didn't know what to click on once it opened, they were many options. Plz help..... :(