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Not sure if this is what you are looking for but I had what sounds like a similar problem.  What I did was choose open as, in other words choose what program you want to use.  Then go to browse, C: (assuming that's the hard drive the game is installed on), then go to the RsiBB folder and choose Purebaseball.exe.
Don't know if that's the answer you were looking for but I hope it helps.