Register a file to be automatically opened with a specific program

As the title says, how can I use the registry to specify with what program a file should automatically be opened with ?

http://www.google.com/search?q=register+file+type

HKEY_CLASSES_ROOT\.XXX\Default = "YOURFILETYPE"
HKEY_CLASSES_ROOT\YOURFILETYPE\Shell\Open\Command\ Default = "C:\YOURAPPLICATION.EXE %1"