How do you "open it up"?
If you open the program by clicking on it's icon then it's a program bug.
If you open torrents by double clicking them then most likely something else is highjacking the .torrent extension.
Open my computer, select tools, folder options, file types, and see what program is set as the default. It should be utorrent. If it is not select change and set it to utorrent.
Reboot and if it goes back to something else the other program is highjacking the file setting. Get rid of the offending program.
If it is set to utorrent then utorrent has a bug or there is a setting to tell it to stop bugging you that you need to select.
On the other hand you could have found a Vista bug. Welcome to unpaid beta testing.