Right-click a file ie. iTunes with the extension whose association you want to change, and then click Open With.
In the Open With dialog box, click the program where you want the file to open, or click Browse to locate the program that you want.
Select the Always use the selected program to open this kind of file check box.

Right-click on what you want to open, eg music files.

Select Open with, then Choose Program. If it's not in the list, browse to find it.

Click on it, then put a tick next to Always use the selected program to open this kind of file and click OK.