NOTE: See How can I define an open with Notepad.exe when I right-click a file with an unknown extension?

When you right click on a file with a known extension (in Explorer) you get a choice to open the file. If the extension is unkown, you get an open with choice.

You can define a default open choice for those unknown extensions and still have the open with by amending the registry as follows:

1. HKEY_Classes_root\unknown\shell
2. Double click on Shell
3. Add Key open
4. With open selected, add Key command
5. With command selected, add a Value with no name (leave it blank) and type REG_EXPAND_SZ
6. Enter the full path to the executable followed by a space and "%1"
    Example: Drive:\Directory\Program.exe "%1"

See Tip 126.