Customizing the Open With menu
To add "MyProg.exe" to the OpenWith list of ".xyz" files, create a two
keys:
HKEY_CURRENT_USER\Software\Classes\Applications\MyProg.exe\shell\open\command
@="C:\Program Files\MyProg\MyProg.exe" "%1"
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.xyz\OpenWithList
x=MyProg.exe
MRUList=abc...x
(where x is the next available letter).