After you performed a Time Machine System Restore, and you start to open some documents in Finder you will get prompts of the kind 'You are opening the application XYZ for the first time. Are you sure you want to open this application?' as if your computer was freshly installed, not having any file/type associations.
Why this is happening: the Launch Services Database was somehow not restored. Its settings were cached, and cache folders seem to be ignored in the restoration process (for good reasons).
If you want to easily and efficiently control/edit the file/type/mime/URL-scheme-handler associations, then I recommend the preference pane: RCDefaultApp
Other helpful resources:
The FAQs of RCDefaultApp give a good idea about how Launch Services works.
How to rebuild the launch services database.
Launch Services Reference at the Apple Developer site.
[crarko adds: I haven't tested this one. RCDefaultApp has certainly been a useful tool to have around for a number of years now, and is still good in Snow Leopard. (Removed an erroneous assumption of mine.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20101018101620289