Open a saved file by clicking on the saved file not opening it thru the program

Question

I am trying to find out how to open a file by double clicking on the saved file instead of opening it thru the program.
example:

You can double click on a .txt file and it will open up notepad and load the file that you clicked on instead of having to open notepad first and go to open file.

I have all ready made it so .sav files open my program but i don't know how to automatically open them in the program.

Actually if anyone knows how to find out the file you clicked on when your program opens i could do the rest!!!!