.MSZ File Extension is used to describe Files by Mystic Fractal.
"MSZ is a file extension associated with MiSZle Data/Parameter files "
If Your Windows Can Not Find Or Open These Files, You need to Find The Program which created The File you Are Attempting to Open.
Or, There is Something wrong with Your Registry.
If The Latter Is the Case, Run a Registry scan On Your System.
Registry Mechanic | Repair and Clean your Windows Registry