"Somebody mentioned on the Chatterbox that I might be using an extra SetHandler in Apache's configuration file, bypassing Windows' file association, but that's all he said about it. Anybody know if/how that would work? Or of any other alternatives?"

Not SetHandler (unless you want to do it for specific location/directory) but AddHandler, should do the trick. Try something like this in your apache config file:

  AddHandler cgi-script .cgi
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This directive is only available with mod_mime (which is installed by default) and can work globally, or inside of a Location/Directory. You can read this for more information.