Option 1: Running with command prompt)
Goto Start > All Programs > Accessories > Command Prompt
Then \"cd\" into the directory with the batch file, and then type \"run_me_first\" or \"run_me_first.bat\".
Option 2: Changing the assocation)
Open a file explorer window, goto Tools > Folder Options > File Types, and the rest is pretty self explanatory.
Option 1 is easier, but option 2 is permanent.