Map drive... choose program to open with...

Hi

XP machines have a mapped drive, open my computer, double click mapped drive
and get a prompt box... choose program to open with... followed on to
choosing explorer but cannot tick 'always use this program' as is greyed out
and opens ok. try again same issue.

if i right mouse click mapped drive and explore it opens ok. still a couple
of 2000 machines and these are fine.

any ideas..

1. why happening in first place
2. why 'always use following program' is greyed out.

Users are administrators of the xp machines.

thanx