control click or right click a file, select 'get info' in the 'Open with:' pop up menu select the app u want to be used to open the file type in this case winblowz media player, if it isnt in the list select 'other' from the bottom of the list, navigate your file system for the applications, check 'Always open with' then hit the 'Change all' button in the get info box.
for the icons to change to the new application u need to log out then back in again.