exe file association missing

I installed software for my Zen MP3 player and one of the programs was an
Explorer program which is very simiilar to Windows Explorer.
When I try to open the program I get an error message stating there isn't a
file
associated with Explorer.exe.
I went into the file association list and there isn't a .exe extension listed.
How can that be when Windows Explorer uses the same extension and what
association should I use?