PLEASE NOTE: This article was written before Reforged. How replays are stored and loaded has changed with the 1.32 Reforged release, this article does not apply to those game versions, however it will still work for old versions of the game if you wish to watch old patch replays.
Warcraft III replays are a beautiful thing. Entertainment, teaching, and record keeping all for a few hundred kilobytes. However they can be awkward to get at - you have to save the replay, put it into a folder (which they moved a few patches ago to deal with modern Windows permissions!), boot up Warcraft, select Singleplayer, View Replay, find the file, open it.
How tedious, if only you could double click the replay and it would open instantly...
... Wait, you CAN do that?!
Sure, just follow this quick guide below for Windows machines: