Error to open a file with Vim!A beginner seek for help!

[jaywee]

I set gvim as my preferred text editor,but when I left click a file to
open with gvim, error comes across:

Error detected while processing BufReadCmd Auto commands for "file://*";
E37:no write since last change

but when I open gvim first, open a file as File-Open,everything is OK! 
wondering thing! hope someone could help me!!