Opening folders

Hello

Not very PC literate but will do my best.

If I click on "my computer" I see all the drives.  I click on a drive (C) I see all the folders.

When I click on a folder, instead of that folder opening automatically, I get a little window with a number of choices of different programs to open the folder.

I have to scroll down to internet explorer, click on that to open the folder.

How do I get the PC back to where the folders open automatically.

I am running Windows ME, on a Dell Dimension 8100.

Many thanks for any help.