1. Your question really involves editing the Windows registry which gives complete control over the configuration of this menu. You would have to be extremely careful not to change values that are used by some other application in order to do that. Since we do not know whether you have the knowledge to accept such responsibility, I think it better to refrain from suggesting anything without your giving something specific -- even then nobody may know.

2. If you want to avoid modifying the registry directly, many changes can usually be made in Windows Explorer. To use this approach, double-click My Computer, click Tools, Folder Options, File Types tab, and then from here you can highlight the given file type you wish to change. This won't give you complete control of every option but it is probably sufficient for most needs and it is much less likely to cause problems as a result of accidental changes in the system registry.