So many programs feature a list of possible extensions and protocols under the "Default Programs" control panel applet. "Set Default PRograms", more precisely. (Vista & 7)
I wish to add my programs in that list and set some extensions that it can handle.
One more thing. My program supports addons for opening more files, so that list should be dynamic (I can add more extensions or even protocols at any time)
By the way, yes, I know, this is not exactly a programming question. It'd be my humble guess that it's a registry question. So UAC will not be an issue!
The registry keys required to register your application with the Default Programs UI is documented on MSDN (Part of the Shell Developer's Guide)