Trouble with refreshing of WordPress

I hope that someone can help me with this. I am trying to figure out why when I click on links to manage my blog a pop-up window opens and it says what application would I like to open edit.php (if I had selected edit post) or options.php and so forth. It happens both in firefox and ie morning noon and night. Sometimes I will have to click on an option 5 or 6 times until it will actually go through and open what I had selected. It is driving me crazy please help….