Problems opening a .sgm file in FM 7.2

I'm trying to open an .sgm file in Structured FrameMaker 7.2 and I keep getting errors and believe my setting are incorrect.  This is what happens:

1. Open file.
2. Prompt:  "Use Structured Application."  I choose "<No Application>"
3. Error:  "SGML Parser Messages (Document Prolog)"

                    C:\Documents and Settings\............filename.sgm; line 1

                    Could not find external document type VIB (-//Company Name//DTD VIB//EN).

I really don't know where to go with this, so any help would be appreciated.  Thank you.