Follow the steps below to correct the file association.

1. Open Windows Explorer.
2. Navigate to Tools > Folder Options.
3. Select the File Types tab.
4. Locate the listing for MSP's (.msp). It will read: 'Paint Shop Pro document' or similar.
5. Click the Advanced button. If the Advanced button does not exist, click the Restore button then Advanced.
6. In the following 'Edit File Type' dialog, all Paint Shop pro actions are shown, such as Print, Edit, Open. Click the REMOVE button to remove these actions.
7. Change the title, where it reads: Paint Shop Pro document, to read: Windows Installer Patch.
8. Click the New button to create a new action.
9. For the Action, fill in the value: &Apply Patch Verify the ampersand is included.
10. In the box marked 'Application to perform this Action', type in the following string including the quotes. 

For Windows XP/2003: "C:\WINDOWS\System32\msiexec.exe" /p "%1" %* 
For Windows 2000/NT: "C:\WINNT\System32\msiexec.exe" /p "%1" %*

11. Check 'use dde'. This pops up further options. - Under Application, type: msiexec - Under Topic, type: System
12. Click OK. 'Apply Patch' appears in the list of actions.
13. Click OK at the 'edit filetype' box, and OK at 'Folder Options' to finalize.
14. The Service Pack installation file (.msp) can now be run