Some users are experiencing this problem with the help menu.  When you open the help menu in Expression Web you get prompted with the following message.

"Do you want to open or save this file?" Name: BROWSE0.EXPRWD.xml


Cause: Missing registry entry

Solution:  Add this entry into your registry

1.  Browse to the HKEY_CLASSES_ROOT\.xml registry key
2.  Set the following string values.

Name Type Data
(Default) REG_SZ xmlfile
Content Type REG_SZ text/xml
PerceivedType REG_SZ text