There are several ways, but the root cause is a wrong "file association".
With the way described above instead of directly choosing what you want each time, instead click on "open with" "choose another app" then put a check mark in "always use this app to open (file type)". This will be permanently stored.
Another way, in the lower left right click on the windows icon and click on "Control Panel" "Programs" "Make a file type always open in a specific program", click on the file extension and upper left click on "Change program...", make your selection (use "more apps") if you don't see what you want.
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