You said you downloaded some freeware, so I suppose it's a program. Maybe the program is still compressed - most likely a .ZIP or .RAR file. If the program is ready to run (most likely an .EXE file) you will want to RUN it. If it is compressed, you will want to uncompress it (unZIP, unRAR or whatever). Under no circumstances you will want to LOOK at it.
I guess you did a double-click on the filename displayed in Windows-Explorer or "My Computer". As a result, Explorer proposed to display the file. (Files larger than 64K are too large for Notepad, so it proposed to display it in Wordpad)
Usually Explorer knows by the filename's extension (.EXE, .ZIP, .RAR) what to do with the file. It does this by means of a table, where extensions are linked to programs that should handle the respective file types. Obviously you have linked .ZIP (or whatever) to Notepad.
SOLUTION
You can edit those links in one of Explorer's menus. Unfortunately this differs very much depending on your Windows version. And worse, I am using German Windows versions - German menu names are very different from the English ones. However let me try.
In Windows 98 or alike go to View > Folder Options
In Windows XP or similar go to Tools > Folder Options
There is a Tab named "File Types" - Click it
You can link the filetype to the desired program there. Unfortunately files are not listed by extension. Windows has some funny names for them. You have to browse through these names. The extension will show in a box below. Once you found your filetype there, you can edit the link with the edit button.
If you feel uncomfortable editing the link, there is a different solution. Simply delete the whole entry. (!only the one that caused problems!) Next time you double-click your file, explorer will not know what to do. So it will ask you to to select an appropriate program from a list. (This list contains all installed programs on your pc.) Before you make a selection be sure to check the box "always open file with this program", so explorer will remember what to do with this kind of files.
Whether you succeed in editing the link or not, you can always uncompress the file manually: Run the application (WinZip or WinRAR) and open the file there. Select "uncompress" (or similar option)
I do not think you have damaged a link to .EXE files. Otherwise you would have major problems. At least you were unable to run ANY programs by double-clicking them.
Regards,
Robert