Its a common problem that when you install a new program it changes the file association i.e. Lets say you use Pain to view image files but after you installed Adobe Photoshop it now opens with it. Most of time software do ask this as an option but this till can happen.
Another scenario is when you want to change association of a file how do you go about it ? I used to do a shift right click and open file with another program and select to remember to use the same choice next time. This used to change my association or which application will open which type of file. This is useful when you double click and it launches the program in your favourite application.
In Windows, a central management place where you can change this association effectively and quickly. By default program settings you can Change Associated file type or protocol with programs, change auto play settings and set program access and custom defaults.
Click on Change Associated file types and you will see a huge list of all extensions and program used to run them. Now lets say you want to play your MP3 player with foobar instead of Winamp, just select that row, and then click on Change Associations button on top right. Select Foobar and you are done.
So this is how you can easily manage programs and their association in Windows. I am leaving some of them unexplained so you go ahead and explore them and come back with questions. This applies to Windows 7 & Windows 8 also.