How to Change The Default Application for a File Type

It often happens that a recently installed application will associate itself with all related file types found in our system, even if we would prefer to execute those files with another program.
An example of this behaviour can be found in the Media Players. When we install a new media player, most commonly it will associate itself with all multimedia file types, so from now on all videos and music will open with that application. But what if we do not want to use this particular application for all file types? What can we do if we would like to open the video files with Windows Media Player and the music files with VLC?
This disturbing behaviour can be fixed with at least two ways:

1. The user can enter the preferences of the application (in our example Windows Media Player or VLC’s settings). Then he can check in there until he reaches a tab where file associations are shown. User can check those he would like the program to associate with and uncheck those he would like to associate with another application. For example, user can check the boxes which correspond to video files ( AVI, MPEG4, DVIX files etc) and uncheck boxes which correspond to audio files (mp3, ogg vorbis files, etc).
2. This is the solution that can be less of a fuss and way more convenient. The user can right click on a file with the extension for which he would like to change the program association. For example, if he would like VLC to open mp3 files, he should locate an mp3 file, right click on it and choose Open With. Then he can select VLC Player from the upper side of the window, or, if it doesn’t appear there, he can browse in the installation folder and find the executable file from there. When the application is indicated, he needs to check the box “Always use the selected program to open this kind of file”. Then he can press OK, and the indicated program will be associated with the mp3 file type.