If I give it an extension it makes no difference.
I've just tried it in IE7 and without an extension it opens the dialog box asking to either save or go online to find an app that can do it, but not to pick an app of my own. With an extension you can choose the app, then tell it not to ask again so it just opens any .fid file in Spinworks straight away. For once IE wants to work properly instead of Firefox :(