A QUICK FIX FOR BROKEN FILE ASSOCIATIONS
If you accidentally associate a particular file extension with the wrong application, you can try fixing this problem by using Windows Explorer's File Types dialog box. However, you'll soon discover that Windows Explorer won't let you remove a single extension from a registered file type without deleting the entire entry and starting over. Fortunately, you can use Windows 3.x's File Manager to fix the problem quickly and easily. To begin, open the Run dialog box, type winfile, and press [Enter]. Once File Manager opens, pull down the File menu and select the Associate... command. Then, in the Files with Extension text box, type the extension that's associated with the wrong application. When you do, you'll see the errant file association appear in the Associate With text box. To remove the file association, scroll to the top of the list of file types and select (None). Then, click OK to completely remove the association from your system.
Better: from Brian Covey, use Shift Right click on the file that you have incorrectly associated and select the Open with... options that this adds.