Change this:-
[HKEY_CLASSES_ROOT\htmlfile\shell\opennew\command]
@="\"C:\\Program Files\\Internet Explorer\\IEXPLORE.EXE\"
to
[HKEY_CLASSES_ROOT\htmlfile\shell\opennew\command]
@="\"C:\\Program Files\\Internet Explorer\\IEXPLORE.EXE\" %1"
Voila.
Ah yes, the old DOS bat file pass it a parameter fix. Should have thought of that sooner.