Problems with photos not loading in organizer or on external flash drive

Hi: Technically challenged here! I have some shots that I have edited, some using actions. They are showing as folders and not acutal photo thumbnail. I plan on giving these to someone, but can't get them to open. Even in my organizer they are "missing." When I click on the missing photo from the flash drive using my computer I get a message asking me to "choose program to use to open files" then "Internet Shortcut Shell Extension DLL" - Need help!!! And quick! I am using PSE 11. Thank you.