I assume that will work on XP; ftype and assoc are still there, and from their /? help, I assume they still work the same way. (Interestingly, the help for ftype shows an example with perl). It will /not/, however, work on 9x/ME, which does not have ftype/assoc.
However, you can do that step via Windows Explorer's Tools/File Options, on the File Types tab. (This is with IE6; it tends to move around.)
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