Optifine does not install, it opens windows media player?

I have the following problem: I wanted to install a minecraft shader, download optifine (yes I know how it works, etc.) I downloaded it and opened it, but it opens in the windows media player. I have no possibility to change. I also have Java installed, do I have to do anything else or do you have a tip?

Can't you just click "open with"?

If necessary, click on "select another app".

As I understand it tries to open the file, but you do not have to, you just have to copy them into the mods folder

No, it opens immediately with the media player: /