The easiest way to do this is to find a .mov file, ctrl-click it, choose "Get Info." This will open up a little window. There is an "Open With" pane you can expand, and choose whatever program you want. Then click the "Change All..." button, to make sure all .mov files do this.
Do this with every type of file you want VLC to open. .mpeg, .avi, whatever.
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