How do I fix this file extension?

I downloaded some gadgets fro the Windows Vista Sidebar and wanted to install them, but they wouldn't open. I tried to change the application the .gadget files open with and accidentally changed it to adobe reader, then i changed it to windows sidebar. Each time I open it, it just brings Windows Sidebar to the front of other windows. I've also found out that it opens with the actual Windows Operating System, just like executable do. Can someone tell me how to fix this. I've already tried to delete the extension using regedit.exe.How do I fix this file extension?
It may be easier just to delete and re-download them.

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