right click on the file select open with > choose default program. then select the program you want to appear in the list.... decide if you want to keep the tick in the always use this program option (if you leave the tick in place double clicking will always open the file in the program you've just selected, if you remove the tick double clicking will open the file in the current program but the new program will appear in the list) and click OK...
although doing the above is file type dependent, so if you done it on a word document the program you select would appear in the open with list for all word documents in future but not other types of file.
Also just because you can put another program in the list doesn't mean the program can actually open the file type. you may just get a screen of gobbledygook, or an error saying the program can't open the file.