When you double-click a file on a Macintosh, the mac uses a fairly subtle method to decide what sort of file it is and which application to open it with. Mac files have two "secret" codes associated with them, one to tell the mac which sort of file it is (e.g. a jpeg, Word Document or Movie) and another to tell the mac which application will open it when it is double-clicked. These codes have four letters each and can be thought of as being a bit like the ".doc" ".txt" etc. extensions that a PC uses.
A common problem relating to this system is that you may have files (say, from a digital camera) that open with one application (say, quicktime player- a common default) but you'd prefer them to open with Photoshop. The solution is to change the hidden codes but it's not easy. An application called "filetyper" is available (to buy) to do this sort of work but an in-house solution is available for free!
The program works via applescript and should be equally at home under "classic" Mac OS and Mac OS X