I suggest Ubuntu-Tweak to configure the file associations, as Anwar Shah suggests here: Change all associations from gedit to another application.
First you must download the installer (a .deb file) from http://ubuntu-tweak.com/.
Then open the file and install the program from Ubuntu Software Center. Finally,
Open Ubuntu-Tweak an go to Admins -> File Type Manager.
At the list, look for your filetype and clic Edit -> Add to choose your custom application.
If you are trying to associate a Wine app (i. e. MS-Word to open .doc and .docx filetypes), you can add the application to the list if you edit the .desktop file located in ~/.local/share/applications/. Then, locate the "Exec=" parameter and, at the end of the line, add %U.
For MS-Word 2007:
gedit ~/.local/share/applications/wine/Programs/Microsoft\ Office/Microsoft\ Office\ Word\ 2007.desktop
At the end of "Exec=" line, add %U. My file looks like this now:
Name=Microsoft Office Word 2007
Exec=env WINEPREFIX="/home/goghard/.wine_Office2007" wine C:\\windows\\command\\start.exe /Unix /home/goghard/.wine_Office2007/dosdevices/c:/users/goghard/Start\ Menu/Programs/Microsoft\ Office/Microsoft\ Office\ Word\ 2007.lnk %U
Comment=Create and edit professional-looking documents such as letters, papers, reports, and booklets by using Microsoft Office Word.
For more detailed info, look the answer of user24185 at: How to associate file types with wine in nautilus.