Kavindu installed KMPlayer, then discovered that more file types opened in KMPlayer than he wanted.
When you open a data file, Windows uses the file’s extension (such as .docx, .mp3, .jpg) to see in what application it should launch. But this association between extension and application is malleable. Installation programs can change it, and so can you.
Keep in mind that many file types can be opened by multiple programs. For instance, I have eleven programs on my main PC that can open a .jpg file. But only one of those can be .jpg’s default application—the one that loads when you double-click the file.
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If you double-click a file and it opens in the wrong program, try this:
In Windows’ File Explorer, right-click a file with the extension you have in mind, and select Open with. You’ll get a submenu of programs that can launch that file (or at least ones that Windows thinks can launch it).

You can, at this point, simply select your preferred program. But that only fixes the problem once. Let’s fix it for good.
Right-click the file, select Open with, and then click the option at the very bottom of the submenu. This will be Choose default program in Windows 7 and 8, and Choose another app in Windows 10.
In the resulting dialog box, make sure that the option for changing the default is checked. In Windows 7, this will be Always use the selected program to open this kind of file; in Windiws 8, Use this app for all .xxx files; and in Windows 10, Always use this app to open .xxx files.

The Windows 7 “Open with” dialog box
You can avoid the problem altogether by being careful when you install an application. Always select the Expert install over the quick and easy one, and when you get to the installation wizard’s Associations page, take the time to decide what file types you do and do not want to be associated with this particular program.