In earlier OS's, you could go to Windows Explorer, Folder Options, File Types to set the actions associated with an extension. There, you could set options other than "Open". For example, the default Open for .cmd is cmd.exe. You could add an "Edit" option could set that to Notepad (or UltraEdit); subsequently, when you wanted to edit a .cmd file, you could then pick "Edit" from Explorer's Context menu, rather than Open with....

I can't figure out how to do this in Win 7.