When you try to start the Desktop App (a Java application), and Windows doesn’t know how to handle the “JNLP” file, it is probably one of two things.

Either you don’t have Java installed, or a recent Java update caused the Java Web Start feature the Transporter relies on to stop working.

In either case the solution is a complete Java install/reinstall, which you can get from this link:

http://java.com/en/download/

Note if you use the Transporter you may get the same error.  If so installing an updated version of Java should solve the problem.