When you try to access the Internet by typing a URL into the Run dialog, you receive:
This file does not have a program associated with it for performing this action. Create an association in the Folder Options control panel.
If you have turned off Internet Explorer, this is expected behavior. With Internet Explorer disabled, you can NOT use the Run dialog to access the Internet.
To enable Internet Explorer:
1. Control Panel / Add or Remove Programs / Add/Remove Windows Components.
2. Check the Internet Explorer box in the Components list.
3. Press Next.
4. Press Finish.