very odd. i dont have that problem. always did like that.
i right click on the "loader.swf" file,
open with...
choose default program...
browse (i search for baka.loader.2.exe, open)
now I have "Other Programs" and a list of many programs, I let baka.loader.2 be highlighted
[v] always use the selected program to open this kind of file
[OK]
so, even if it will not "stick", it will work at least 1 time.
after doing this procedure, it will open baka.loader.2 together with the *.swf file u choose.
the only other problem i could think of, if theres some kind of registry problems, maybe a program that will not let you chose something else to run the *.swf file.
i would look into all the installed programs and see if theres something i dont use, uninstall that.