Hallo,
Deine Frage ist zwar schon recht lange unbeantwortet, da ich aber das selbe Problem hatte und einige Zeit dazu verwendet habe die Lösung zu finden beantworte ich dies mal:
http://www.freelists.org/archives/thin/04-2003/msg00787.html
found in Microsoft KB article 257592:
On computers running Windows 2000 Terminal Services, the UI is locked down
so that no one can change file type associations (not even administrators).
This is done so that you can only edit the entries programmatically or by
using MSI-based applications. This ensures that an inadvertent change in the
UI does not effect the global file type associations across the computer
running Terminal Services and all of its users.
You can enable this functionality by changing the following registry entry:
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer] "NoFileAssociate"=dword:00000000
Grüße
Stefan