Yes, I ran all advised programs by Leonard_su.
#1 Ran SFC came up all good
#2 typed in suggestion in command prompt, got following reply, The system cannot find the path specified. I copied and paste the command into the command prompt and got the same answer.
#3 Typed in suggestion into search programs and files, received the path specified cannot be found.
Went to control panel, programs and features and ran repair on Microsoft Security Essentials-Repaired it, shut down PC an restarted, got same result, still asking if I won't to use JXR.
Uninstalled Microsoft Security Essentials-shut down PC - Restarted - Same result.
Went to Microsoft and Reinstalled Microsoft Security Essentials - Restarted - same result.
Also uninstalled Windows Live Essentials - reboot - reinstalled - same result.
When I got the question this time, would you like to use Photo Gallery to open these types of files JXR I
placed check mark into box and said no.
I just opened Windows Photo Galley and I DID NOT get the message.
I want to Thank all that helped in solving this problem.
I am going to send this and then reboot and see if it comes up again.