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unknown protocol : site using links to open apps not working

  • I'm using a site that has an app that goes with it and makes it much easier to use, I've only recently switched to Opera and now whenever I click on the site's button to have the application download something,
    (The site is for game modding and its application makes it easier to install said mods by downloading them through the app.)
    My browser shows this :

    "Opera was unable to open the link since no application associated with "nxm:" protocol was found on your system."

    How do I link that command with an application ?

  • You do it on Windows control panel.