OK,

I assume you are in Windows. Let's say you want to use Edit Plus to edit your source code. (it's nice because it color highlights the syntax).

Shift-Right-Click on any .java file then select "Open with->Choose Program..." Then choose "Edit Plus" and check "Always use this program to open these files"

After that you can close the java file. You are done. From this point forward, your .java files will have the Edit Plus logo and when you double click on them they'll automatically come up under Edit Plus.