The whole “Double-Click to Open” part is done by Windows, not by your program. If you double-click a file Windows checks the registry for settings on what to do with the program. You need to set these settings so that your program is the default program for the datatype.
Try google file association windows
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The filename of the file that was double-clicked is passed to the program through a command line parameter. You can access these through
My.Application.CommandLineArgs
Use this to then open the file in your program.
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solved Open file with double click with my program [closed]