I created an MSI installer project in VS2015, set up everything, then added a file extension associtation with the "File Types Editor", assigned my extension to my application, as an Open command.
The COMMAND was the application from the "application folder", the EXTENSION was set, then the &OPEN was set as NAME=&Open, Arguments="%1" VERB=open. Nothing else.
I generated the .msi file, then started. At the end of the installation, I found out that in the registry Computer\HKEY_CLASSES_ROOT\\shell\open\command key there were two item, one is (Default) REG_SZ with value "myexe" "%1" as I expected
Unfortunately there was another item: "command", "REG_MULTI_SZ" and the Data was something weird, for example "LZ*a!t4(v=++Tt$)tOk_>[1jfrS!,nB`L6ciHLW!, "%1"" which I don't know what it is. When I delete the .msi file, and double click on a file with my registered extension, a popup dialog appears as "network resource cannot be found" and Windows wants my .msi installer back (browse dialog comes in)! I don't know how to prevent this unwanted situation. :( Any help would be highly appreciate!
Windows Installer uses so-called Darwin Descriptors to implement resiliency, wherein a corrupted installation can be repaired automatically. Your attempt to delete the .msi rather than to uninstall it acts like a corrupted installation, so the system attempts to fix it. However, since the .msi itself has been removed, it has to ask for help.
The short answer here is to suggest that you not worry about the exact values in the registry key. Since you're using an Extension table instead of a Registry table entry, the registry is an implementation detail; you should prefer to ignore such detail. Instead, if after a successful installation your program launches as expected upon double clicking the associated file, and it stops doing so after properly uninstalling your application, all is well.