All my programs are stuckt...

I download'ed a program for World of warcraft on uTorrent, and tried to open it straight after it was finish. Then i was told to choose a program how to open the file, and then choose a Update Downloader patch for World Of warcraft to the file

Then it appered on allmost all my other programs. When i try start Internet Explorer, then my computer tries open it with the "WoW" Downloader.

So i still don't know what to do, but tried to fix it by my self. I tried to right-click on the "Internet Explorer" and open it with "Internet Explorer" it self. And that didnt help, but did another thing. It made all the other programs trying to open with Internet Explorer in some kind of way, Like i tried to open uTorrent right after, and then it opened the Internet, and closed it, and asked me to "Open" "Save" og "Dissband" the file? And it says on all other programs to.

Can any one please help me?