Can't run a batch script / Vista

I'm trying to execute a batch script from a selection in a context menu.
The script will create a text file of the directory in an explorer, and print the file.

Project originally posted here : http://support.microsoft.com/kb/321379 .

Problem: I get a critical error box that reads:
This file does not have a program associated with it for performing this action.
Create an association in the Set Associations control panel.

I am running Vista Home Basic.

thanks,
Harry

 

Plodr, I got through all the steps.
Yes, the message box pops up when I right click a directory.