This has been an annoyance for a long time. When you open a file with an "unknown" extension, you get the dialog asking you if you want to search the Interweb to find an appropriate program. Like the author of this post, I have never, ever found anything through this. I automatically choose "Select the program from a list".
Now you can perform some registry hackery to bypass this dialog and always go to the "Select from a list" step.