First you will need to determine what application is required to open the file, or files---just Goggle the file extension. For example, .xls would require Excel or an equivalent application. If you have the required application, then the next step is to associate the file TYPE with it.
The mini-guide instructions below are targeted to picture files, but the process is identical for any unassociated file type:http://www.bleepingcomputer.com/forums/t/40808/how-to-change-which-application-opens-your-pictures/
I hope this solves your problem, but if not, or you have any questions, please reply.