Sounds very strange. Do you have other sites with the same setups that this isn't happening to? It definitely seems like something in common with those sites is causing it.
The info provided if pretty vague on this part so this may or may not be relevant,,, Also are you sure that it isn't just the association to .lnk files (shortcuts) that's been changed, because that would explain how it gives the appearance of changing the default program for multiply/all filetypes when infact it hasn't. IE try opening the files directly and not via shortcuts to see if that makes a difference.
If it is that .lnk files (shortcuts) have a messed up association getting it's default registry values and importing them may fix it. Either do a search for something like
Windows 7 default .lnk registry or try the one provided on this page
http://www.sevenforums.com/tutorials/19449-default-file-type-associations-restore.html