So, I ended up uninstalling and reinstalling InDesign and was able fix the file association issue (thank you so much for the heads up about that).
However, whenever I export a PDF (Print) it is still only generating a HTML shortcut to my desktop instead of the actual PDF file.
I'm running Windows 7 Home Premium. However now I feel that the issue is more based within InDesign. I have no idea what I did to make InDesign start exporting my PDF's this way.