Getting program to desktop

I have created a program that is working wonderfully. I want to put it on the desktop; so I saved it to the desktop, but when I clicked on it, the computer did not recognize the format.
What am I doing wrong and how might I fix it?

Comments

RE:

Right Click it goto properties click "Change" Which should be to the right of "Opens With:" and next depends on what you want to do.

1) to run the program - locate the program and choose : "tbsystem.exe"

2) to edit the program - locate the program and choose : "tbsilver.exe" (or what ever version you have "tbbronze.exe", "tbgold.exe" etc)

Tell me if that helps :-)