If your file opens with the wrong program, you can simply hold down the Shift key and right click on the file. This will bring up a dialog box where you can choose which program to use for that type of file

Click on Choose Program (Windows XP) or Choose Default Program (Vista or Windows 7), then choose the program you want to use. Make sure that there is a check mark in front of "Always use the selected program to open this kind of file" if you want to make it the default.