It's just a file association setting. Personally, I don't let MC assume the defaults for any file types as all of my work is always initiated from within MC itself. For those extremely rare occasions I want to run from Explorer, there's the right click > Open with... option.
There are two ways to fix your problem:
1. Go to "Tools > Options > file types" and select the files you do not want MC to be the default for, and remove the tick from the association box.
2. Run the installer again, choosing the "Custom" option. You can safely click through the screens accepting the defaults, until you arrive at the associations dialogue. This will allow you to set associations more quickly and easily than the first option described above.
-marko
