Opening DraftSight files

New to DraftSight.   I can open my dwg files if I open DraftSight and File > Open and browse to the file but can't dbl click on the dwg file itselft and open it.  If I try to open the file directly by Open With, and browse to DraftSight, what populates in the options folder for options to open the program is Win32Cabinet Self-extractor instead of DraftSight.  When try to open with that, get Command Line Syntax  Error message.  Did I miss a step on the install? Any tips?  Thanks,