Right click the file icon in Windows Explorer.
A menu will open, options vary with different versions of Windows.
If available select "Open with".
You'll be presented with a dialog enabling you to select, or browse then select the desired application.
There will also be an option check box to "Always open with your chosen application" which you should select.

If you just get the option to "Open" then go with that. The dialog will vary slightly to that above. Again look for the check box option to always open with your selected application.

Thereon after you should be able to double click on the file and have it open.