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Hope I'm not duplicating anything anyone has said...
To change the associated program of a file, select the file in an Explorer
window (full tree or directory/folder window, doesn't matter). Hold down the
shift key and right-click the icon. You will see Open | Open with...|a slew
of other options. Now you can change the associated program permanently, or
temporarily open up a file in something else.
From the Explorer window View > Folder Options > File Types, you can tweak a
slew of actions that a right-click on the mouse can offer, and you can add
file types, delete file types, change the icons and associate the programs
for all file types.