THIS HAPPENS IN WINDOWS

An activity triggered in a program (like clicking a link in the about section of a software) does not open in the required program, it just launches the the program.

Here are illustrations:
i. if I click a link in the "about" section of a software, Chrome gets opened as required, but the link webpage does not open i.e. take me to the webpage.

ii. If I click "play with VLC" in the context menu of a playable file, VLC gets launched but the file to be played does not play.

How may I fix this?