Search option starts double click a folder or drive

This usually happens after adding/modifying the File Folder or Drive entries via the Folder Options File Types dialog, as an attempt to add additional context menu items such as Command Prompt here, Print Directory for folders or drives. To fix it you have two options.

Using the command window:

1. Click start
2. Click Run
3. Type on the command window:     regsvr32 / i shell32.dll

Using the registry:

1. Open the registry editor
2. Navigate to: 
1. HKEY_CLASSES_ROOT \ Directory \ shell       
2. HKEY_CLASSES_ROOT \ Drive \ shell
3. On the right pane click the default value
4. Click modify in the Edit menu
5. Type in the value data box    none
6. Click OK

Source: 

http://windowsxp.mvps.org/searchwindow.htm