Associated programs

When I am opening a file, and the "open with" associated program box opens up, my program for opening that file is not there. I have located the opening program and wish to add it to the list of other programs shown, but clicking on it does not add it to the rest of the list. The Quicken files I am backing up are QDF Data files and I don't know the extension. I have gone to folder options/tools/file types, added Quicken QDF data file, but from there I am lost. Hope someone can help.