Well, the "dreaded" FTM has struck another non-user! Yes, this is one of the more obnoxious features of FTM. It just loves taking over your records. What has happened is that the file association for your records has been altered by FTM so that your computer is set to automatically open those files in FTM. It is easily fixed, fortunately, and will stay fixed as long as you stay clear of FTM. Just right click one of your files while holding down the SHIFT key. On the menu that pops open select OPEN WITH. Then on that next window, scroll down until you find PAF (or whatever program you wish), highlight it, check the box below that states "Always use this program to open this type of file", then click OK.
To avoid this happening in the future, just ask your friend to download PAF and send you files from that program. You will then both avoid the conflicts that FTM just loves to create :-).
If your friend doesn't feel inclined to use PAF, ask to have the files created in GEDCOM format. They will need to select these options when doing so:
Destination: FTW Version: 5.5 Character Set: ANSEL and check the "Abbreviate Tags" box.
There is an option titled PAF. However, they must use the above settings to ensure PAF 5 accepts it correctly. The PAF option only applies to earlier versions of PAF.
Hope this clears up your problems - it should (but just stay right away from FTM!).