I tried to install the plugin file for Griffin PowerMate. I transfered it to the Mach3 directory and double clicket but I got a message that told me that Windows can`t open this file if it doesn´t know which program which created it.

What do I need to do?

What file extension does it have? If its a dll then place it directly into the plugin folder in Mach3, you should then be able to see it from the PlugIn control in Mach itself. If you cant then go to the Config menu  and down to Config Plugins and enable it from there.
Hood