If they are opening in Notepad, then it is your browser settings that tells them to do that.
Addons (*.pbo files) don't need any program to open them with for an ordinary user. Just place them in your OFP/Addons or custom addon folder.
Addons are usually downloadable as archives containing the addon, some extra info about installation, use and so on. Could be *.zip, *.rar, *.ace, *.cab or who knows what. I use Ultimatezip program for those tasks. Windows XP is able to open *.zip files without big difference from opening a folder.