Sounds like your computer came with annoying Trial software.
If you do not use Nero, go into Start>Control Panel>Add/Remove Programs (or "Uninstall a Program" in Vista)
Find Nero, and Uninstall it. (Only if you don't want it!)
If this does not solve the problem:
What operating system are you using?
Possible solutions (if NOT solved by removing nero)
Wrong file association types. Correct the file associations to the correct program.