If your like me you carry a thumbdrive around with you with your favorite programs. Some programs have profiles (firefox) and some are just great to have around for emergencies. Whatever the reason you may find it purposeful to link the program and extension so when you click on a file it will open with it. Most of the time installers take care of this for you but alas most portable programs do not.
Step 1: Locate Your Extension
The first thing you need to do is navigate to the folder where the program is, then click on Tools at the top of the window. From there click on the File Types tab.
Here we're also going to see if a filetype already exists for the extension so click on the first item in the list then start to type our your extension, for example "rar". If it exists it will scroll down to it.
Step 2: Delete/Create the New Extension
If you found it in the list, delete it, it's easier to just re-create it than edit what was already there. If you didn't find it in the list or you deleted it go ahead and create a a new one by clicking on "New" and typing in the desired extension. From here you should be able to click on advanced and see a empty template for an extension.
Step 3: Edit the Extension
First things first, name the program. So put in what you'd like the Associated program to be called. Next up we'll click "New" to create a new action.
Type "open" in the Action box (top) and then click on browse to find the .exe file. Hit ok after that. If you start having trouble opening files with your new extension it might be a good idea to go back and edit the action. Windows automatically adds a %1 to the end file location line, this represents the location of the file you wish to open with the associated program. To fix this you will simply add quotes around the "%1" and that should solve the problem.
All that's left is to add a icon.
Step 4: Iconofy!
To add a icon, lets hit the "Change Icon" button and navigate to the .exe file again by hitting "Browse...". If you see the icon you want just hit "ok".
Step 5: Your Done
If all worked out your file should look something like this (your icon and filename will probably be different). Have fun!