How to set a default program
There are several ways to set a default program on your system, depending on several things. I'll describe the most common here.
Go to Edit > Preferences > Applications. Find the file type you need from the list and change the default action/program.
Go to Edit > Preferences > Attachments. On the Incoming tab find the file type you need from the list and change the default action/program.
Open your menu and go to Preferences > Preferred Applications.
Right click the document of your choice and select Open With Other Application.... A list appears with your installed applications; select the one you want. If your program of choice is not listed, you can select Use a custom command and enter the path to (or browse to) the executable of your program. Don't forget to check the Remember this applications for "<file type>" files if you want to make it the default.