It used to be possible to set HKEY_CLASSES_ROOT\Unknown\Shell\Open\Command and then any unknown files would open with the specified program instead of seeing that “Open With...” dialog box.

This applies to files with no extension, as well as files with .dat or .xyz or whatever.

This page explains how: Vim Tip 185

Does Windows 7 let you do this?

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It's still possible to do it this way. However, you must also set the default command for the Unknown key. By default is probably openas, but you can change it. Just set HKEY_CLASSES_ROOT\Unknown\shell default value to Open.

Also, when you change HKCR keys those writes will be directed to their actual location, which is HKEY_LOCAL_MACHINE\Software\Classes. If there exists the same keys in the corresponding per-user location (HKEY_CURRENT_USER\Software\Classes) then that value will be used instead- just changing the HKCR value isn't enough, you'll need to change the HKCU value as well.

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I got it working by adding HKEY_CURRENT_USER\Software\Classes\Unknown\shell\open\command and setting the default value to the program I want to use. Also, I had to set the default value of the shell folder to open as you recommended. I decided to leave the HKEY_LOCAL_MACHINE stuff alone, so as not to affect any other users' settings. – Kevin Panko Nov 8 '11 at 23:57
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