Didn't open (or start-up) when I right clicked the song

[Video Lanman]

I right clicked on the desktop the mp3 song and nothing happened; meaning
VLC was no where to be seen; didn't start up.

Was working fine before the following event:
1. I clicked search in windows 8..1
2. typed name of song
3. I clicked the song, result nothing happened
I did notice something with a tick in the box "dot w something file"
pardon me for not being specific I didn't write it down and not sure how to replicate.
Usually I just go to desktop and right click but I searched the name of song instead
I don't usually do that.

Any ideas. Thanks in advance.