Hi guys

I'm facing a problem here, when trying to edit the battle personalities, I am trying to create a new unit, I'm very inexperinced as this is my first time using PFM.

here is the video I am learning from:
https://www.youtube.com/watch?v=H3XN6TSzGKk

In this, he can edit the battle persoanlities, extract to a file of his own choice which he has created as new unit. However when I try to do this an program pops up saying what different programs would you want to use for the file? Its got word/Adobe/Paint, or whatnot.

What am I doing wrong? I can't seem to extract it into the new file that I created.