also winamp has an "agent" that wil reassociate those files whenev winamp is turned back on, so be sure to disable that in the winamp file associations. otherwise wour folder options work will be undone.
Hold the Shift key down, right click on a filetype and choose Open with... and then pick the appropriate application you'd like to open that filetype, make sure the "Always open with..." box is checked, click Apply, click OK, done.