"How would you like to open this file?" dialog when opening a document

On our sharepointsite.net site when we went to open a document from a document library a dialog opened asking

You are about to open
Name: xxxxxx
From: xxxxxxx

How would you like to open this file?
Read Only
Edit

i have just setup our own sharepoint server and when you open a document to goes straight to read only mode rather than asking how to open it

how do i get our site to ask this before opening the document?

Regards, Stephen.

[467 byte] By [sdolier] at [2007-12-30]