When you double-click on a file, Windows uses a file's extension to know which application to launch. This process is known as file association.
Sometimes certain programs will try to steal other application's file associations and assign them to themselves. For example, older versions of RealPlayer and QuickTime would steal the file associations from the Windows Media Player.
Sometimes it can be challenging to restore the original file associations back to the original application without having to reinstall it. Doug Knox has created some .REG files that you can use to restore some of these file associations back to their original state.