HELLO,
I expect you are on Windows XP. This trouble is actually caused by [autorun.inf] file in root of your flash drive.
1. In [My computer], goto [tools] menu---> [Folder options] ---> [View] tab. Then select [Show hidden files and folders] option and uncheck [Hide protected Operating system files(recommended)] option. See image below:
2. Then, first of all try clicking on [folders] option in [My Computer] and then in the left pane click on drive corresponding to your flash drive. This will temporarily allow you to access the contents of your flash drive in right pane. See image below:
3. Then in right pane seacrh for any files with name [autorun.inf]. Delete the file [autorun.inf] or better simply cut and move it to another location on your PC.
4. Safely remove your flash drive (I expect you to know this).
5. Reinsert flash drive and then check it in [My computer]. It will now not present you with [Open with] option.
HOPE THIS HELPS.........
AmbrNewlearner