Just guessing here, but maybe files with .fp7 are not being recognized by Windows as a Filemaker File?
Right click the file and choose filemaker from the list of programs as the program you want to open it. If this works, there's an option in this pop-up to make the change permanent.
I also have this issue. I have just created a Kiosk solution and runtime at the same time. If I have FileMaker open the file opens - if I only open the Kiosk Runtime then I get the message "The primary file “DEBUG” cannot be found and is required for this application."
Any clues would be very welcome.