If you're doing a document/view structured program you can associate the file to the program.

Firstly, you'll need to change the resource for the document specifying file type etc :

This is in the string tables e.g. if the extension is .map

Code:
IDR_MAINFRAME

My Application\n\nMAP\nMy Application files (*.map)\n.map\nMyApplication.Document\nMy Application Document
Then insert the following two lines into the InitInstance of your application class after AddDocTemplate :

Code:
EnableShellOpen();
RegisterShellFileTypes(TRUE);
That should do the trick. This will associate whatever extension with your application and your application will fire up and open a file when it is double clicked.

Darwen.