This involves fiddling around with the registry. I had a look at one of these web sites, here's how to do it:

1. Run 'regedit.exe'
2. Expand "HKEY_CLASSES_ROOT"
3. Inside "HKEY_CLASSES_ROOT", expand "***"
4. Inside "***", create a key called "shell"
5. Inside "shell" create a key called "open"
6. Inside "open" edit the string "(default)" to say "open (notepad)"
7. Inside "open" create a key called "command"
8. Inside "command" edit the string "(default)" to say ### "%1"

*** is your extension
### is your app location