shooting photos in RAW problem - i just shot using RAW for the first time

middle C

New member
with my canon 40D? I just uploaded them to my computer and rather than showing a thumbnail of the pic, there is an icon saying "CR2." If I right click on the thumbnail, it doesn't give me the option to "convert to" and if i try to open it in photoshop, it says it "is not the right kind of document." Can anyone please help me to view these pictures? these are important pics!!
 
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