I use that registry fix quite often when some malware has changed the default .exe to be run as something else. You don't know what you're talking about 
Yes. We know what it does. But that's simply useless here. Consider the following:
your regedit script restores the EXE association. Without an appropriate EXE association, Executables cannot be directly started by running their shortcuts.
Browsers are started using those shortcuts.
Lastly, I doubt they would only notice that they cannot run a program they just downloaded. I imagine the fact that the browser won't start would sort of preclude such observations anyway.
Chances are, it's an archive of some type that they don't have a program to handle; or their ZIP association could be broken, or any number of things. Would your registry script "fix" a broken EXE association? Yes. Nobody is debating that. But it's highly doubtful their EXE association is broken to begin with, you're making assumptions about the file type in question and the implications of that assumption are more far-reaching then the fact that they cannot open a single downloaded file, and would mean they should be encountering any number of other problems.
Again, Once they convey the file extension/file type of the file that refuses to open, less generic and presumptive advice can be administered.
