One of the more bewildering (and schizophrenia-inducing) things about Windows 8 is that the new Metro-style apps and your old-school desktop programs co-exist together. For some apps, such as Internet Explorer 10, there could even be two different copies present. If you prefer to use the desktop exclusively (or vice versa, the Metro interface), you’ll likely need to change the default programs to avoid switching haphazardly between the two. Still, there are occasions when it’s impossible to prevent a possibly jarring transition, but hopefully this will help.
Open the Charms bar and search for Programs, then select Default Programs. From here, you can then associate file types with the apps of your choice e.g. setting your music files to open in a desktop media player instead of the Metro-style Music app.