You can also start a program from an associated file, rather than from a program file.  A file which is not a program file is simply a named collection of information on your hard disk.  For example, if you type in some text in Notepad and then save this file, the saved file contains some text.  If you save this file to the desktop and then double-click on it, Notepad will start, and it will open the text file.  This is because, by default, Notepad is associated with text files.