Right click on file of the type whose association you want to change and goto properties.
click on open with tab
here choose the application you want to use to open the type of files with.
You can also choose custom applications. Click on the add button and you will see a screen as below
You can either choose an application from above or enter a custom command or enter path to the application to add new program.
If you click on browse button you can see a file dialog opened