I want to antomaticly start my program when the user double clicked the file

[mjvalan]

You can do the same for your dialogbased application .
Use the following

void CYourApp::RegisterShellFileTypes(BOOL bCompat)
{
CWinApp::EnableShellOpen();
CWinApp::RegisterShellFileTypes(bCompat);//TRUE

}

Regards
Mjvalan