When I double click on one of Prism's sample data file, some other program launches.

Prism 5 comes with a set of sample data sets that help you learn Prism. These files contain not only data, but also instructions.Choose a sample data set right from within Prism -- they are all listed as choices on the welcome dialog. This really is a great way to learn Prism.

If you browse the Prism folder, you'll find the sample data files. Each has an .XML extension. Don't double-click on one of these sample data files from within Explorer or Finder. If you do so, some other program will try to open the file, probably without success.