Fastest, try this to remove the incorrect file association: right click the file, select "open in", select "select program". In the dialog box that opens now, DESELECT the "always open in", then open with any program, then close. I think the incorrect association should be erased now.
I haven't the english version of Xp so I'm not sure what the english boxes says. Maybe it says "open with" instead of "open in".