Why do I get an 'Open with' window when opening a file?.If you don't know which program to use, try using WordPad or Notepad. If the file is unassociated with a program, you will receive an 'Open With' prompt. The associated programs open each file and display them on the computer screen. You can open multiple files, such as Word documents, Excel spreadsheets, plain text files, PDF files, and more, at the same time.