Open With

I have a .cap file (Capture file) from procomm and when asked what program you want to open this file with I chose Word and the box was checked to always open with this program (on mistake). Word will not open the file with the .cap extension. I want to open the file with wordpad. How do I get the file to open with a different program. When I double click the file now it tries to open with word, I want to double click and have it open with wordpad.