I fixed my own problem. But I still think the extension editor would be a good idea, but if you don't implement it, at least add this to the faq:
To add a file type to the "File Associations" tab in options, I did the following:
Open registry editor by clicking start, then run, and typing regedit and hitting enter
Go to HKEY_CURRENT_USER/Software/JRiver/Music Exchange/1.0/Media Jukebox/
Then edit some of the registrations:
right click on each of these and click modify:
DefaultFileTypes
add the extension (eg "divx")
DescriptionTypes
add the extension and a description (eg "divx (Video File)")
MPTypes
add the extension (eg "divx")
RPTypes
add the extension (eg "divx")
also if it's an audio file you might have to go to:
MJTypes
add the extension
Now restart your computer and start media jukebox.
The new file extension should be under file associations.
-Joshua_neil