Changing or adding a file association is usually a pretty simple process in XP. If you right-click on the file you want to open and then select Choose Program, you can pick which program you want to use to open the file.
Recently I ran into a problem with adding a new application for a file association. The customer recently installed Photoshop CS4 and wanted to remove the old Photoshop 7.0 from her XP system. Simply enough: Just uninstall Photoshop 7.0 from the Add / Remove Programs icon under the Control Panel.
However, when trying to associate JPGs and JPEGs to open with the new Photoshop CS4, XP did not allow it to be added to the file list. Even selecting the full c:\program files\adobe\adobe photoshop cs4\photoshop.exe did not add the application to the program list.
The answer is that the Adobe Photoshop 7.0 does not do a clean uninstall. I needed to navigate to the registry key
HKEY_CLASSES_ROOT\APPLICATIONS\PHOTOSHOP.EXE\SHELL\EDIT\COMMAND and change the path to the new Photoshop CS4.
After making that registry change XP allowed the new CS4 to be added to the Open With application list.