The easiest method is to create a new file association that executes wperl.exe

To change which program starts when you double-click a file, follow these steps:

Click Start, and then click Control Panel

Click Folder Options

Click File Types tab in Folder Options window and the full file types and their association will be listed

Click New and type the File Extension (.wp) in the box and then click Advanced

Choose an association for the file type (wperl.exe)

Click OK and then Click Close

Open the file again

Here is the original Microsoft KB article