I'm assuming your BitLord application was set to the default downloading program, and now it is not anymore.
What internet browser are you using? I know with Opera I have to set uTorrent as my default program in that. "associating .torrent files" in uTorrent's options doesn't always work.
So, check for options in both your internet broswer, and in BitLord, to associate .torrent files with BitLord.