By default, Windows Explorer does not display Vault 3 files with icons, and double-clicking them does not cause Vault 3 to launch and open the specified file:
Follow these instructions to have Windows Explorer display icons beside Vault 3 files, and automatically load them when they are double-clicked.
Step 1: Make sure you've installed Vault 3 version 0.16 or later.
Step 2: Create a .bat file like the following and store it in a folder named C:\Vault 3. Make sure that the path to javaw.exe and your vault_win.jar file are correct.
@echo off "C:\Program Files\Java\jre6\bin\javaw.exe" -DConfigPath="%AppData%\Vault 3" -jar "c:\Program Files\Vault 3\vault_win.jar" %1
Step 3: In Windows Explorer right-click a Vault 3 file and select Properties:
The following dialog will display:

Step 4: Click the browse button and browse to the .BAT file you created in your C:\Vault 3 folder. Enter "Vault 3 Files" in the description field. Press OK.
At this point if you double-click Vault 3 files, Vault 3 will run and automatically load the specified file. But Windows Explorer will not display an icon next to Vault 3 files.
Step 5: In Windows Explorer select Tools / Folder Options:
Step 6: Scroll to the entry for VL3 files:
Click the Advanced button.
Click Change Icon and browse to the folder in which you installed Vault 3. Select the vault3.ico file:
Now the Windows Explorer displays your Vault 3 files with the proper icon. When you double-click Vault 3 files, Vault 3 will be launched, and will automatically open the specified file.