Find a file you want to change, hold shift and right click the file, there should be another submenu item called "Open with..", select the "Choose Program" option from the new menu.

A new box appears, find the program you what to open it with in the menu, and if you want to make the change permanent, there's a little tick box saying "Always use the selected program to open this kind of file"

Or open up My Computer and go to Tools->Folder Options. Then go to the 'File Types' tab. In there is a list of every file extension on your system along with an 'Opens with...' description.

Thanks guys. All sorted