File missing when loading by association

In a few of my programs (Word and picture files) the application fails to
load the file when I have started the program by file association. As an
example:

1) Selecting a Word document to open in Outlook or as a file in "My
Documents" will start Word, but no file is loaded. If I start Word and then
load the file it works.

2) When I start my picture viewer by file association the file loads, but I
get an error dialog that it could not find the file.

Note 1) By file association I mean that the file is double clicked.
Note 2) This does not happen with text of excel files.