AutoCAD/LT does not correctly open a DWG file from a
Windows Explorer by double-clicking, but displays the message:
"Windows cannot find '*.dwg'. Make sure you typed the name correctly, and then try again. To search for a file, click the Start button, and then click Search..." .
The problem seems to be the way
AutoCAD/LT since version 2007 starts: instead of launching the program, file it goes through a 'launcher' instead.
There are several ways to fix this problem, two locations posted that seem to work for most users are at
Autodesk's Discussion Area as well as
HERE.
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Problem opening a DWG file from Windows Explorer