First install Ubuntu-tweak
Then open it by typing "Ubuntu-tweak" on the dash
After opening Ubuntu-tweak, go to the Admin tab
Then Go to the File type manager option
In this section, do these:
- Select a catagory of media types, such Audio or Video
- Select a type of the file, such as mp3, mkv etc
- Double click the currently associated application such as Totem or something
In the new opened small window, Select VLC media player and close it.
Then close the Ubuntu-tweak and see the changes by doing a Right-Click.
Instruction for Directory: After subsequent comment by the OP, I realized that, he wanted to enable an entry in the directory with "Open with VLC media player". (And OP done this, before I edit the answer. ;P).
To do so, Follow the steps from 1-5. In the step 5, the procedures are slightly changed. These are:
Select the catagory All
Select the file type Folder
Double Click it to bring a new window. In this window, do these:
- Remove all entries except Files from there by selecting one and then pressing Remove button.
After removing all except Files entries, Press Add button and Select the VLC media player from the new window and pressing Add button there. Remember to select the Files entry as default before closing this window.
The final file type choosing window should look like this
Note that, in the image, Files entry is selected to be the default.
- Close all windows and close the Ubuntu tweak.
If you ever wanted to revert the change, open Ubuntu-tweak and select the changed file type and Press the Reset button at the bottom-right position of Ubuntu tweak. All settings will be restored as before.