Shortcut files (.lnk) opening in Dosbox.

Any idea how to change it back to normal?

 

Never mind, I got it.
Here's how I did it.
If in the future someone needs to do this and that's not working:


Click Start Menu, and then type regedit in the Start Search and press ENTER.
Navigate to the following registry branch:

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.lnk

Click on the arrow to expand it and delete the sub-key named UserChoice.
Exit from Registry Editor.

Reboot