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How can I make files with a specified extension automatically open with my vb application. (of course, I want to use vb code to do that)

Create a file association in the Registry:

http://www.mvps.org/vbnet/code/reg/association.htm

Then read the command line for the name of the file:

You will need to create a file acossiatiaon. I have my own version but I'm attaching somebody else's because it's much shorter. Don't know his/her name to mention it but all the credirs belong to original author.

;-)

thanks, that helped a lot. but, what about the File Icon, how can I specify it?

In the example I've posted it's part of a structure:
myFileType.IconPath = "c:\temp\myicon.ico"