You really should include the name of the file you are trying to open in the error message you output. I bet you are trying to open

C:\Documents
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instead of

C:\Documents and Settings\...\big-test[1].csv
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I changed .csv to .txt (since .csv isn't associated with anything on my machine) and it works fine for me in IE6. Are you sure your association is correct? Note the quotes around the %1:

"C:\Program Files\editor\editor.exe" "%1"
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