"Open With" not working properly.

I have a client trying to open a .prj file using HEC-RAS 4.0 using Explorer and when double-clicking the file it prompts for a program to be selected to open said file. Now we browse to the application folder and select HEC-RAS but it does not show up in the list afterwards. I have tried to change the properties of the file extension through Control Panel->Folder Options->File Types, but can not change it there either.