What types of files are they? I'll guess they're mp3's right!? Find an mp3 & highlight it, go to File & Properties & select an app to play it so then it becomes the default. A fantastic little player that plays everything & is free is
QCD (click on link). Great idea to make QCD your default player. But that's just a suggestion, you might be happy with wmp & to search out & dwnld the codecs for it so you can play all media files with it. Once you've selected a default player that's able to play the media, each time you launch the file it will open with that app.