The ebook files are fine. All that has happened is that Windows now thinks that all files with that extension are now to be opened with Adobe Acrobat (or other PDF rendering program depending upon what you have on your system.) That is all that has changed.
OK, the easiest way is to upgrade to Windows XP from Vista.
Now to fix the problem in Vista. Open Windows Explorer and right click on one of the files. Select "Open With ..." and you will a possible list of programs and at the bottom of the list is "Choose Program ..." Select this option. You will see the same box that you saw before. This time, make sure that the Always use box is checked and then select the right program to open the (read) the files.