You can implement an "on the fly" file association change by associating a small executable with that file extension that upon start will check if your main application is running and pass the file name to it or if it's not running it'll invoke the "regular" associated application.
The main advantage of this approach is that you need to muck with the registry only once.
The main drawbacks of this approach are:
- you need a helper process
- the application that "owns" these file extensions can detect the change and complain to the user, prompting "repair" thus getting you out of the picture.
Alternatively, you could change the file association upon your main program start. This will work even for non-admin users. while file associations are stored in HKEY_CLASSES_ROOT, there's a small trick - HKCR is actually a map of both HKEY_LOCAL_MACHINE\SOFTWARE\Classes and HKEY_CURRENT_USER\SOFTWARE\Classes. Thus, you can temporarily register the file extension for the current user in HKCU and "shadow" the original association from HKLM. Of course,
I would advice against this approach though, as it takes one crash in your application to make that association permanent and since very few application know how to deal with file associations in HKCU, chances are it'll be an unrecoverable situation for the original application.