The product you're using (Microsoft Office Document Imaging) has been deprecated. Since the file type .mdi is a proprietary file type associated with this old product, don't use it anymore. You can still use Microsoft Office Document Imaging, but don't use the mdi format.
Regarding not being able to open files though you have the product installed, I don't know but you might right-click on the file and see if "Open With" Microsoft Office Document Imaging helps.
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